OK. This first step will make both your first and last layer, so once it's mixed together, we will save half of this mixture for the end. Pour 1 cup of water into a small saucepan and pour 2 packets of the unflavored gelatin into the water.
Warm the water and gelatin over a low heat, stirring occasionally, until all the gelatin has dissolved (about 5 minutes). Remove pan from the heat and add 1/2 your can of condensed milk to the mixture.
Stir until the ingredients combine. Add 2/3 cup vanilla vodka. Cover and set aside half of your milk mixture (you'll add food coloring to it and use it as your last layer later).
Evenly distribute the first half of your mixture throughout your 20 shots (just don't fill them more than 1/3 of the way full). Refrigerate your shots until firm (30-40 minutes).
When your orange layer is solid, retrieve the second half of your milk mixture that you set aside in the first step and add in a few drops of yellow food coloring.
If the mixture has already started to set, put it in the microwave until warm and still until the lumps dissolve. Distribute your yellow layer on top of the orange and put it back into the fridge until set.