Works on the same premise as Goldschlager. Made by accidentally leaving a jug of wine in the freezer, letting it explode, then scooping the frozen mess into a nalgene and defrosting. The shards of broken glass replace the "Gold" and the jug wine (preferrably Carlo Rassi) replaces the "schlager". May also include blood.
That burning sensation is normal. They call it "Glassschlager".