You cannot make a waffle cone in a regular waffle maker because the waffle needs to have a much flatter surface with shallow grids in order to be wrapped into a cone. If you don't have a waffle cone maker, then a better substitute is just a plain skillet or a silicone mat to make a completely flat waffle surface in the oven. Waffles made this way can be wrapped around a cone before they cool and then left to form. However, getting them to be crispy the way a cone should be is more difficult without a top plate pressing down on the batter. If you happen to have a panini maker or waffle maker with removable plates, check to see if the other set of plates or the other side of the plates is flat like a griddle surface and can be used instead.