Preheat a waffle iron according to manufacturer's instructions. Mix flour, oats, sugar, baking powder, and salt in a large bowl.
Beat egg yolks in another bowl, reserving egg whites in a third bowl. Add buttermilk, milk, and melted butter to egg yolks; beat until well mixed. Pour buttermilk mixture into flour mixture; beat until batter is blended.
Beat egg whites and vanilla extract in a glass or metal bowl until soft peaks form. Fold half the egg whites into the buttermilk batter until egg whites are incorporated; repeat with remaining half.
Ladle batter into preheated waffle iron. Cook until waffles are golden and crisp, about 5 minutes. Transfer waffle to a paper towel-lined plate to prevent sogginess and repeat with remaining batter.
