Combine first 4 ingredients in a heavy saucepan over medium heat, stirring constantly, until coffee dissolves.
Beat egg yolk until thick. Gradually stir about one-fourth of hot mixture into yolk; add to remaining hot mixture, stirring constantly. Cook, stirring constantly, 2 minutes. Remove from heat, and stir in whiskey and next 3 ingredients. Cool.
Pour into a bottle or jar; cover tightly with lid, and chill at least 8 hours. Store in refrigerator up to 2 months, if desired. Shake well, and serve in Petite Chocolate Cups.