Dissolve the yeast in the warm milk and let sit for 5 to 10 minutes.
Put the melted butter, vanilla and eggs in a medium bowl and mix until combined. Whisk together the flour and salt in a large bowl. Make a well in the center of the flour mixture. Add the yeast mixture and melted butter mixture and gently combine; the mixture should be slightly lumpy. Cover and let sit for 30 minutes to rise.
Add the chopped sugar cubes to the bowl and gently fold into the dough; do not over-mix. Divide the dough into small patties. Bake in a hot stovetop waffle iron 6 to 8 minutes on each side, or 6 to 8 minutes total in an electric waffle iron. Serve warm.