Pour the Kahlua into a small shooter glass. Hold a cold teaspoon upside down, just touching the side of the glass and the top portion of the Kahlua, then carefully pour the Grand Marnier over the bottom of the upside-down teaspoon, then create a second layer. In the same manner, add the Bailey’s to create another, which will fit itself in between the Kahlua and Grand Marnier to become the second layer.