Prepare the Batter: Sift together the cake flour, granulated sugar, baking powder, baking soda, and salt. Whisk the egg, whole milk, vegetable oil, and vanilla extract in a separate bowl until smooth. Gradually combine the wet and dry ingredients, aiming for a few lumps. Rest the batter in the refrigerator for at least 1 hour.

Heat the Pan: Place your taiyaki pan on medium-low heat and brush the molds lightly with vegetable oil. Preheat the pan for about 5 minutes; a drop of batter should sizzle when ready.

Fill the Molds: Pour batter into each half of the taiyaki mold, filling them about 60%. Add your chosen filling in the center and cover with more batter.

Cook the Taiyaki: Close the pan and cook on the stovetop for 2-3 minutes. Flip to cook the other side until golden brown.

Cool and Serve: Remove taiyaki from the mold and cool slightly on a wire rack before serving warm.