Heat oven to 400 degrees F. Generously coat baking sheet withcooking spray. Place waffles on baking sheet.Spoon egg over waffles, spreading to fill cavities. Bake in 400degrees F oven until egg is set and waffles are crisp, 10 to 12minutes.Top one waffle with cheese. Cover with remaining waffle and presstogether. Let stand 1 minute to allow cheese to melt.