For the apple compote, cut the apples into slices. Boil and simmer in a small pot with the water, sugar and rum for about 10 minutes.
For the waffles, mix the flour and baking powder in a bowl. In another bowl beat the eggs until foamy and gradually add the sugar, vanilla sugar, milk and the flour-baking powder mixture. Stir in a pinch of salt. Add the melted margarine and bake the waffles in a well-greased waffle iron. Serve the hot waffles with some apple compote and vanilla ice cream on top.