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Food, apparently.

According to my vodka sensei, Jen and Nathan, it is bad form to drink the stuff without eating. If you get caught up in a vodka drinking session it is perfectly reasonable to insist on snacks or meals to accompany it. No right thinking Russian will refuse.

There’s also a trick to drinking it. Breathe in as you take the shot. And take a bite out of a pickle immediately afterwards.

Sounds weird, but it worked for me.