Forget using vanilla extract or pricey vanilla beans to create your favorite cocktails. Instead, get the flavor you want to using vanilla vodka. Making your own is just as easy as buying one of the vanilla infused vodka brands found on liquor store shelves. Split a vanilla bean in half. Itís recommended that you use a sharp knife and cut the bean lengthwise. Since the bean is so small, no additional container is needed. Simply open a bottle of your favorite vodka and add the bean to the liquid, replacing the cap and closing it tightly. Allow it to infuse for a week or, if you want a stronger flavor, allow it to rest longer.