The other day I had by far the best kulfi of my life at Firdous, a sweet(/dry fruits/nuts) shop near the Andheri train station in Mumbai. It's on the west side, just north of the station on Amarshi Marg (the small road parallel to SV Road that runs near the station), on the west side of the street. It's past Moti Mahal and Victory restaurants if you're walking away from the station, towards JP Road. They make their own kulfi, in about 8 flavors (of which three or four were available when I visited), Rs 16 for a pop. I had pista(chio) on my way to dinner, and it was so lazeez that I came back for a strawberry kulfi afterwards. (They also had mango and something else; they didn't have sitafel that day, and malai was also on the menu.)
The official address, for what it's worth, is 222, Opposite Post Office, Swami Vivekananda Road, but I'm pretty sure it's actually not on SV but on the parallel street. But it's certainly near (just south of) the SV/JP intersection.