Freezer. Use heavy shot glasses, also from the freezer, so the warmth of your hand won’t take the chill off. Drink quickly.
If you’re interested, after your Russian theme, in a truly sippable vodka, my personal fave is a Dutch vodka, Ketel One. A bartender friend is frequently accused of watering it down, it’s so smooth; very little of that throat-clutch you get from most vodka. Loverly; my favorite for drinking straight.
Worst vodka out there? But a triumph of advertising? Absolut. Nasty antifreeze shit. Blech.