Whisk together flour, baking powder, and salt in a bowl.
In a separate bowl, whisk together egg, sugar, milk, butter, and vanilla extract.
Blend the dry ingredients into the wet mixture.
Lightly coat a waffle iron with cooking spray.
Ladle batter into the iron and cook for about 5-7 minutes.
Slice each waffle in half and fill with shredded cheese.
Heat butter in a non-stick pan. Add waffle sandwiches and toast for a minute on each side.
Take out of the pan and cut into sticks.