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The team at Dumont may be more advanced on the booze milkshake front than anyone, with a full menu of options ranging from "DuMint Julep" to "Toasted Almond."
Our personal favorite is the White Russian, though, since its basis is a drink that has always been a milkshake at heart. But you should probably order every single one of them at once. You know, just to be sure.