Making and designing these is really fun for me, and just gluing shot glasses to a ski is too easy, and you can't wash them out very easily.
Things you will need:
-1 ski, the longer the better
-4 shot glasses (You can use more, but spacing for 4 is normally comfortable)
Another note for shot glasses: use "condiment holders" instead. They're stainless steel which means they won't break, and they're available for about $1 a piece in the kitchenware section of your local supermarket.
-JB Weld
-clamps
-a drill
-a router, this is a one use tool for everything you'd need for this build however I used combinations of a ban saw and table saw
-a file or grinder
-4 bolts (and according drill bit, ratchet, and wrench)
-4 washers
-8 fiber locknuts
-4 blocks of wood
The Process:
Drill through the bottom of condiment holders

I used a drill press because lots of pressure is need to do this. Frays of steel will be left on the bottom and will have to filed flush

Each bolt will have nuts and washers in this order, I used normal nuts but lock nuts will work better

Then, tighten the bolt on to the condiment holder as tight as you can. Surprisingly to me, I did not need any sealant. However if your drilled hole is slightly too big or you can't get it tight enough, some silicon may help.

Add the washer and the last nut. You may choose to JB Weld the washer to the nut so it doesn't move.

Now you want to fabricate a wood block similar to this so your shaft and washer can properly slide in to secure the condiment holder

Note the thickness of the block and length of the bolt shaft must be the same for a proper fit

Measure equal distances (I used 20 inches) between the slots in each of your blocks and glue them to your ski with JB Weld. Orient the slots perpendicular to the ski. Be sure to clamp it overnight.

Mix it with your favorite beverage, have at least 3 other people with you, and have a hell of time!
Alternatively, you could cut the slot directly out of the ski, however you may not want to mess with cutting through edges, carbon fiber, fiberglass fumes etc.