Try this: 1/3rd Canadian whisky (or vodka or American blended whiskey); 1/3rd Lot 40 or any straight rye (Rittenhouse is ideal, or Potrero); 1/3rd Rock and Rye cordial (I used Jacquin's, which comes into its own in a drink like this but any R&R will work).
Result: a medium-sweet whiskey cocktail of great savour. I like it neat and room temperature (it is still cool here), but it would be great on clear ice or shaken with crushed ice and poured straight-up. Shucks, pour soda on it to make a long drink where needed.
This is how straight rye was consumed very often in the late 1800's, and one can see that Rock and Rye was meant to be used in drinks like this.