The good (?) news: yes, you can make alcoholic jello out of agar. The bad news: this tasted really bad. Really bad. I think it needed far more sugar, and a different kind of juice would have made that easier. I used 1.5 TB sugar, which was definitely not enough, considering you're balancing out not only the lemon juice but also the booze.
I also don't have shot glasses.
1/2 c lemon/orange juice
1/2 c water (or less?)
1/4 c sugar (or to taste)
1.5 TB agar flakes (or more?)
1/2 c ice cold vodka
1. Heat the juice, water, and sugar, dissolving the sugar.
2. Reduce heat, then add agar flakes. Cook about 5 minutes to dissolve agar.
3. Set aside, let cool, and then mix with vodka. Chill in the fridge for an hour or so. Serves about 4.