Sprinkle the yeast and sugar over the warm milk in a small bowl. Allow to sit for at least 5 minutes. The yeast should be foamy at this point.
Whisk together the eggs and butter.
Add in the milk.
In a large bowl combine the flour, cinnamon, and salt
Make a well in the center of the flour, and add the liquid ingredients.
Whisk until everything is well incorporated. The dough should form into a ball.
Cover and let rise until doubled, approximately 30 to 45 minutes.
Gently stir in the raw sugar.
Divide into 8 individual baseball sized balls and let rest about 15 minutes.
Prepare the filling: Melt the butter in a saucepan. Stir in flour to form a paste. Add water, white sugar and brown sugar, and bring to a boil. Reduce temperature and let simmer.
In a medium bowl, combine diced apples and caramel sauce, leaving about 1/2-3/4 cup of caramel aside to pour over the waffles.
Heat waffle iron, and brush with oil or melted butter.
Stretch the ball of dough out a bit and place it on the waffle iron so it covers the majority of it. Quickly place about a large spoonful or two of apple filling in the middle of the dough. Top with a second ball of stretched out waffle dough.
Gently close the waffle iron and flip per the manufacturers instructions. All the toppings will meld into the dough.
Cook for about 2-3 minutes, or until your waffle is browned.
Very carefully, with a fork or two, remove the waffle from the iron. Continue with the remaining waffles.
To serve, top with a spoonful of apple filling and a drizzle of caramel sauce.
If you're really in the mood for dessert, add a scoop of vanilla ice cream on top!