In vegan waffle recipes, using soymilk, nut-based milk or water in lieu of milk is no big deal, and replacing the egg is often simply a matter of making sure there’s adequate binding (holding together) and leavening (fluffiness). Baking powder and baking soda (and sometimes egg replacer powder, which has many of the same characteristics) generally do the trick for leavening, and flours with a high-gluten content such as wheat often have plenty of binding on their own. You do still need to generously oil your iron, though; and it still helps to include some oil in the batter.
However, when we get into gluten-free waffle making, and start substituting flours like rice flours/tapioca flour mixtures or pre-mixed gluten free blends, there may not be enough binding. This is where xanthan gum can be a life saver. A chain of sugars produced by bacteria found on certain plants, it has thickening and binding properties, and is sold as a powder. While an 8 oz. bag runs over $10, it lasts for a very long time because it is used in very small quantities.
For a mix making roughly 4 waffles, I find that 1 teaspoon or less of xanthan gum generally does the trick, unless the waffle also includes a lot of non-flour add-ins that impede binding. Do be aware that greater quantities of xanthan gum will also make your waffles a little crustier and denser, and not quite as light and fluffy, so it may take a little experimenting to find your perfect balance.