Soak gelatin in the cold milk.
Add the sugar to the hot milk, then stir in beaten egg yolks and cook, stirring for 1 or 2 minutes to thicken yolks slightly.
Stir in soaked gelatin until it's dissolved. Cool a little, then add liquor and vanilla.
Whip the egg whites with the salt until stiff. Fold lightly into the other ingredients.
Line a wet mold with macaroons. Fill with pudding. Chill well, preferably overnight. Unmold and serve with flavored whipped cream.