In a medium bowl, whisk together all of the batter ingredients.
Heat a seasoned Scandanavian krumkake iron (mine is 6 inches in diameter, made by Nordic Ware) over medium, flipping from time to time so that both plates of the iron heat evenly. (As the iron is heating, brush the inside of both plates with a tiny bit of oil.) Open up the top plate of the iron and pour about 1 1/2 tablespoons of the batter into the center of the bottom plate. Immediately close the top plate and press the two handles together to spread out the batter to wafer-thin. When you see (and hear) the batter "whoosh" out from between the irons, release your pressure.
After about 30 seconds, flip the iron over and cook until the marquesita is golden brown, about 30 seconds more. Open the iron, sprinkle on a little cheese or drizzle with a little cajeta. Slide the marquesita off the iron and without waiting an instant roll it up. Hold it, seam-side down, for a few seconds until the roll crisps up.
Marquesitas are best served as soon as they're made. Or, make them without cheese or cajeta and you'll be able to store these crispy cookies in an air-tight container for several days.