Preheat waffle iron.
Roughly chop the cookies until mostly crumbs are left. A few larger pieces are fine.
You'll need three bowls.
On one bowl, put the cookies crumbs, flour, baking powder, salt and sugar. Stir until combined.
in the second bowl, put the egg yolks, milk, vanilla and oil, whisk until combined.
In the third bowl, add the egg whites and beat with a hand mixer until frothy and very light, about 4 minutes.
Make a well in the dry ingredients and add the milk mixture, stirring until just combined. Don't over mix.
Gently fold in the egg whites.
Spray the inside of the waffle iron with cooking spray. Cook the waffles according to waffle iron specifications.