In a bowl, mix the flour with all the other ingredients up to and including the vanilla sugar. Stir in the eggs, yoghurt and milk. Cover the batter and leave to stand at room temperature for approx. 15 mins.
Heat the waffle iron, brush with a little clarified butter. Use 1 heaped tablespoon of batter per waffle, spoon onto the waffle iron, cook the waffles for approx. 3 mins., remove, allow to cool slightly on a rack.
Heat the butter in a pan. Add the sugar and simmer, swirling the pan occasionally until a light brown caramel has formed. Remove the pan from the heat. Add the orange juice, orange zest, lemon juice and cinnamon stick, simmer for approx. 5 mins. Place the grapefruit, orange and clementines in the hot caramel, leave to infuse for approx. 5 mins., simmer briefly. Serve the citrus compote warm with the waffles and yoghurt.