After many attempts where the layers mixed I finally got it right after I watched this video. The key was to make sure you pour slowly and the Baileys and Cointreau needs to slide down the side of the shot glass. If you pour directly on top, the layers mix, it still tastes great, just doesn't look great.
15ml Baileys Original Irish Cream Liqueur
Pour the Kahlua into a shot glass, then carefully add the Baileys Irish cream over the back of a teaspoon, the Baileys has to slide down the side of the shot glass, do not pour directly onto the kahlua. Using a clean teaspoon, layer the cointreau over the Baileys, again it needs to slide down the side of the shot glass.
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