IN our midst currently is artist Yuri Gorbachev, whose illustrious name gives us all the clues we need. Yes, folks, this guy is the nephew of Mikhail, erstwhile leader of the once mighty Soviet Union before it scattered into small belligerent pieces. New York-based Yuri - he sensibly moved there after Uncle Mikhail lost his dacha and other perks - is here for a Russian art exhibition, his own distinct work being on display at the Portico Restaurant in Citibank Plaza. This column's art consultant, Phil Clarke, tells us that Yuri's paintings are ''theatrical and often erotic''. That surprises us, since Yuri claims that Aunt Raisa was a big inspiration in his work. Incidentally, we wonder what Uncle Mikhail will have to say about Yuri's sponsor - Absolut Vodka. As you may recall, when he ruled the Kremlin he almost banned the stuff.