Tips. 1  Substitute the Kahlua with a different coffee liqueur, such as a Kona coffee liqueur or even homemade coffee liqueur. 2  To make a Colorado Bulldog, add a splash of Coca-Cola and stir or mix in a shaker. 3  Top it off with almond milk instead for a Nutty Russian! 4  To make a Black Russian, withhold the cream (or milk).