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ETA: Yes, I've heard that you can use coffee filters instead of paper towels to strain the vodka. I chose not to do that because a) paper towels are cheaper and b) I've heard from several sources that paper towels actually work a lot better than coffee filters.
ETA again: I get a lot of people asking me about the taste of these, so I'm editing the entry with my comments on it: The vodka had too much of an "alcohol" taste for me to enjoy taking shots of it, but it was absolutely divine mixed with Sprite. I got a pretty good buzz going really quickly - you drink it fast because it doesn't taste alcoholic at all once mixed. If I had used better vodka, the alcohol taste might have been bearable without it being mixed. I don't typically enjoy shots in the first place though, so your experience may differ.