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1
Whisk the eggs and caster sugar together until the sugar dissolves. Add the melted butter and salt, then gradually whisk in the flour and milk, alternating between the two, until the batter is completely smooth and lump-free. The finished batter should be thin enough to spread evenly when pressed between the iron plates — the consistency of crêpe batter.
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2
Heat the marquesita iron, krumkake iron, or pizzelle iron over a medium-high flame until very hot throughout. This is where the dish lives or dies: an insufficiently heated iron produces a pale, soft waffle that will not crisp and cannot be rolled. The iron is ready when a drop of water placed on the surface evaporates immediately on contact.
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3
Pour a thin ladleful of batter onto the centre of the iron. Close and press firmly. Cook for 60–90 seconds. The waffle is done when it releases from the iron cleanly and its surface is a deep, even golden colour.
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4
Working immediately while the waffle is still hot and pliable, lay it flat. Scatter a generous portion of finely grated Edam over the surface — the residual heat from the waffle will soften the cheese slightly. Spread the cajeta over the cheese. Do not apply the sweet filling beneath the cheese.
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5
Roll the waffle tightly into a cylinder while it remains hot. A cold waffle will crack and cannot be formed. The finished marquesita should feel rigid and fully crisp through its entire length when pressed lightly with a finger — there should be no soft centre.
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6
Serve and eat within five minutes of rolling. The marquesita is at its peak the moment it is formed — it softens quickly on standing and cannot be recovered.