Pour dry pudding mix into a medium bowl, then whisk in the cold milk and the Rumchata. Whisk to remove all lumps.

Transfer mixture to a measuring cup with a spout, or use a small ladle to divide the mixture between 10 shot cups. The pudding will be liquidy.

Combine graham cracker crumbs and pumpkin pie spice together, then sprinkle over the tops of each shot.

Freeze for several hours, then serve frozen.