Go to the Article: Ice Shell
So when will you guys start selling dewars? haha
I once did something similar trying to replicate In The Rocks from the Aviary. It took me about 3 hours, 2 bottles of rotgut vodka, one hypodermic needle, a power drill, water balloons and several pounds of dry ice to make the ice shells, which I then discovered were too large to fit in a rocks glass, or any other glass I own. All things considered, it was a night well spent! This sounds easier.
Any way to make this without liquid nitrogen? It's a little hard to come by
Without liquid nitrogen you will never be able to get the ice as thin as it is in the video. But you should be able to get a thin shell by placing your balloon in your freezer until the outside has frozen. This will take you a few trials to get the timing down. Good luck!
I have read that you can make a cryogenic fluid with Rubbing Alcohol and Dry Ice. Since the water will never touch the solution, it may be worth a try.