Henny is short for Hennessy.
The full line “drinking henny like I’m Kenny Lofton” fits together if you just look at the first three letters of Hennessy, hen. This is also the first three letters of Rickey Henderson’s last name. Where’s the connection you ask? Kenny Lofton broke Rickey Henderson’s postseason record of 33 stolen bases. Both players also played for the NY Yankees at one point which makes them good candidates for a Bronson shoutout.
Bronson has also referred to himself as the Rickey Henderson of rap
(This whole thing may seem like a bit of a stretch, but the more obvious meaning doesn’t work here; Kenny Lofton would never drink Henny because he was/is a teetotaler.)
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