Echoing others that this is coffee forward. I used New Liberty Coffee Liqueur, and subbed the sherry with La Cordobesa, a Montilla from Cruz Conde which seemed to be close enough... The result was pretty much a coffee cocktail, one note and no complexity. Balanced in sweetness and bitterness, but lacking in depth. I may try subbing the vodka with rum, or???
Really nice, I have joined Difford's simply to be able to say this. My suggestion: I had no Lillet Blanc opened and I was too lazy to go to the cellar for another bottle, so I substituted Cocchi Americano. From Kevin Currie's comment on the sweetness I thought this would work well and it was great! A new favorite to share with friends.