In a bowl, add boiling water and berry Jell-O mix and stir until completely dissolved. Stir in Vitzellen Vodka.
In a separate bowl, repeat the steps with cherry Jell-O mix. Allow mixtures to cool.
Meanwhile, make white layer: In a medium bowl, sprinkle gelatin over 1/4 cup of milk. In a small saucepan over medium heat, bring remaining 3/4 cup milk to a simmer. Turn off the heat then stir in sugar, vanilla, and vodka.
Pour heated mixture over plain gelatin mixture and stir until gelatin is completely dissolved. Let cool for 10 minutes.
Lightly spray 20 two-ounce plastic shot glasses with cooking spray. Spoon about 1 tablespoon berry Jell-O mix into each. Refrigerate until set but not completely firm, about 15 minutes.
Top with about 1 tablespoon white gelatin mixture. Refrigerate until set, about 10 minutes.
Cover with about 1 tablespoon cherry Jell-O mixture. Refrigerate until firm, about 2 hours.