For the cookies, whip butter and sugars together until light and fluffy. Stir in egg and vanilla. Slowly incorporate dry ingredients until incorporated.
Preheat waffle iron. Spray with nonstick cooking spray and scoop cookie dough into forms. Close waffle iron and cook until brown, about 2 minutes but depends on the iron. Carefully remove and cool.
For the glaze, mix cream cheese, sugar and vanilla together until smooth. Slowly stir in milk or heavy cream to create a drizzle-able glaze. Drizzle over waffle cookies and top with more cinnamon. Serve.