In order to bake a Yucatan delicacy at home, the most challenging part is to have a proper baking pan: one with which you could distribute dough as thin as possible, otherwise you are going to end up with cookies instead of waffles. They will lack crispness but still will be very tasty and edible, just in different shape :) So, it does not hurt to try anyway.
I think some Italian "pizzelle" or Norvegian "krumkake" (even Home Depot sells this one online) maker could work. And if you try, please let know how they turn out.
Ingredients for ca. 10 6-inch marquesitta rolls:
1/3 cup sugar
3 tablespoons butter, melted or vegetable oil
1/2 cup flour
1/2 cup milk or water
1/4 teaspoon salt
1/2 almond (you can substitute with vanilla) extract
Shredded cheese, preferably traditional Yucatan Edam
Any other toppings to your wish and imagination
In a medium bowl, whisk together all of the batter ingredients (except cheese and toppings).
Heat the pan well and brush or spray it with some oil. Pour ca. 2 Tbsp. of the batter, hold the handles together tightly for a few seconds, then release and bake until the waffle is golden. Flip the pan over and bake for a little while longer until the other side becomes golden as well.
Slide the marquesitta off the pan, spread cheese or jam or something similar on it, and sprinkle shredded Edam cheese. Buen provecho!
And here is advice from the professionals: