Cook's Illustrated ran some tests on filtering vodka; an excerpt from that article is below. However, if your moonshine contains methanol, no amount of carbon filtering is going to remove it.Published September 1, 2008. From Cook's Illustrated.Can you improve cheap vodka by passing it through a home water filtration system?To find out, we held a blind tasting of three bottles of vodka: Grey Goose, Ruble (the cheapest vodka we could find), and “doctored” Ruble passed four times through a Brita water filter. We still preferred Grey Goose straight up, but in mixed drinks and Penne alla Vodka, Grey Goose and filtered Ruble both had supporters. So while straight-vodka connoisseurs may prefer to spring for a premium bottle, home-filtered cheap vodka is fine for cooking and cocktails.