Deviation Actions
The Cutie Mark Crusaders are a group of young ponies from the My Little Pony: Friendship is Magic series. They are Apple Bloom, Scootaloo, and Sweetie Belle, and their mission is to discover their special talents and earn their cutie marks.
While they haven't had an episode specifically dedicated to them having milkshakes, they have been shown enjoying snacks and treats together on various occasions throughout the series. It's not uncommon to see them at Sugarcube Corner, a bakery and sweet shop in Ponyville, where they might indulge in milkshakes or other delicious treats.
The show often features moments of the three friends bonding and having fun together as they work towards finding their true callings and earning their cutie marks, which symbolize their unique talents and interests. So, the idea of them having milkshakes is entirely plausible within the context of the show.