What was the basis of their complaint? Taste? If not, I wouldn't be too concerned about it. If you believe the taste of your mixed ice drinks is as good as it can/should be with this method of preparation, then don't worry about it. If you think a change of procedure would improve your drink quality, then do it.As for our shop, we do something similar. For our sauces, we put them in a measuring shot glass and extract the espresso directly onto that. For a simple sugar syrup, we just put the syrup directly into the milk/ice, followed by the espresso.
On the other hand, maybe your problem is making your preparation technique too visible to the customer.
We used a mixing glass with graduations printed on the side. Same concept as the pyrex measuring cup, but looked a little more like you were getting a drink from a liquor bar and less like you were making pancakes ;). They sell some pretty nice pint sized ones at various online places (like this). We found a larger plastic one that accommodated our largest size and used it. We'd add sauces first, espresso next, then milk, then ice. Shaking is a nice touch, though I found that 20+ good fast stirs and straining over fresh ice were sufficient and less time consuming. Rinse all implements and reset for the next drink. Just like a liquor bar.
Perhaps there was some other aspect of this pyrex vessel that a customer might find unappealing? Was there possibly a cleanliness issue, real or perceived?
They also could just be completely nuts. It's always nice to look into comments like this to see if there's something that should be addressed. Once you've completed this and are happy with what you're doing try not to worry to much about it.