Create a signature cocktail with tasty pickled shallots. For best results, freeze the vodka and the martini glasses for a few hours before using. Leftover pickled shallots will keep up to a month in the fridge.
1. To make Pickled Shallots: pierce each shallot with needle.
2. Bring vinegar, bay leaves, sugar, salt, peppercorns, coriander seeds, chopped thyme, and 1/2 cup water to a boil in medium saucepan. Add shallots, cover, and reduce heat to medium-low. Simmer 4 minutes. Pour mixture into 2-cup glass measuring cup, arranging shallots to fully submerge. Place small cup atop shallots to weigh down and keep covered with brine. Cool. Transfer shallots and brine to glass jar, and refrigerate 2 days.
3. To make Martinis: Measure 1/4 tsp. vermouth into each glass, then strain 11/2 tsp. brine from Pickled Shallots into each of 4 glasses. Skewer 4 shallots on long toothpicks, and add to glasses. Fill cocktail shaker with ice cubes, and add vodka. Cover, and shake 5 to 6 seconds. Strain 1/4 cup vodka into each glass, and garnish with thyme sprigs, if using.