Put the icing sugar in a small bowl and mix with a few drops of lemon juice until you have a smooth, thick icing. Briefly dip the rim of the shot glasses in the icing and let it run a little down the sides.
Put the rest of the lemon juice, vodka and triple sec in a cocktail shaker and a few handfuls of ice. Shake well until the outside of the shaker feels cold. Strain the cocktail into your prepared glasses and serve. Serve with cubes of lemon sponge on the side if you like.