Infuse the rye and schmaltz for 3 days at room temperature in a sealed glass bottle (use electrical tape around the stopper).
Transfer to a metal bowl and freeze overnight (the fat will separate and freeze but the whisky will not).
Quickly strain through a sieve, then a folded cheesecloth, then a coffee filter, keeping everything as cold as possible. (I skipped the coffee filter stage.—M.R.)
Bottle and hold until ready (if properly stored, this spirit will keep for months).
Also note that the infusion will depend on the quality of your schmaltz. Try different ratios and times to get your own preferred result.
