I made a thing!
It was marinated for about 10 days. The first pass was through cheesecloth, and the milk solids that squeezed out looked like vanilla pudding. Quite edible, too, though very strong.
The liquid was still pretty thick at that point, so I did two passes through coffee filters to polish it up. Made a huge difference to the appearance, though really not a lot to the taste or texture.
So, now I’ve got a golden-coloured milk and citrus liqueur. And, in the immortal words of Homer Jay, “It passed the first test: I didn’t go blind.”