In a small bowl, combine lukewarm milk and granulated sugar. Sprinkle the active dry yeast over the top and let it sit for about 5-10 minutes until foamy.
In a large mixing bowl, whisk together the all-purpose flour, kosher salt, and baking soda until well combined.
In another bowl, whisk together the melted butter and egg yolks until smooth. Stir in the foamy yeast mixture.
Pour the wet ingredients into the dry ingredients and stir until just combined. A few lumps are okay!
In a clean bowl, beat the egg whites until soft peaks form. Gently fold the whipped egg whites into the batter using a spatula.
While the batter rests for about 10 minutes, preheat your waffle iron according to the manufacturer’s instructions.
Pour an appropriate amount of batter onto the waffle iron and cook until golden brown and crispy, about 4-6 minutes.
Prepare the glaze by whisking together powdered sugar, whole milk, and vanilla until smooth.
Once the waffles are done, drizzle or dip them in the glaze while warm. Let excess glaze drip off before serving.
Serve your Donut-Glazed Yeasted Waffles warm and enjoy!