Do I use pure glucose or sugar syrup for making a caramel filling for a cookie?
It is possible that your syrup is not cooked down far enough, and the moisture content is softening the waffle cookies. It helps to batch-make syrups, using extended cooking times to ensure a thicker, less moist syrup, and just store what you don't use for next time (saves time and effort). You can also use gums or starches to provide extra thickening (modified corn starch is my shortcut of choice). Also, there is another cheat that works wonderfully: after the waffles are baked, brush the filling side of each one with undiluted egg white and give them all a few more minutes in the oven. That will create a shiny glaze that will help prevent moisture-leaching.