Rub the rim of four to six chilled martini glasses with a wedge of orange. Spread vanilla sugar onto a plater. Invert glasses into the sugar to coat rims. Set aside.

In a cocktail shaker or container with tight-fitting lid, combine half of the ice cubes, half of the vanilla vodka, half of the Irish cream liqueur, and half of the Cointreau. Cover and shake vigorously. Strain mixture into two or three of the martini glasses; discard ice cubes. Repeat with remaining ice cubes, vodka, liqueur, and Cointreau. Strain into remaining martini glasses.

Garnish drinks with orange slices and chocolate shavings, if you like. Makes 4 to 6 drinks.

Fill a clean and sterilized 1-quart jar with 4 cups sugar. Using a sharp paring knife, slit one 4- to 6-inch vanilla bean lengthwise. Insert both halves into sugar, making sure all of the bean is covered with sugar. Secure lid and store in a cool dry place for 2 weeks before using. (Will keep indefinitely.) Makes 4 cups.

If you do not have vanilla vodka, substitute 1 cup regular vodka and 1 teaspoon vanilla.