Why buy cones from the store when it's so easy to make your own?
In the bowl of an electric mixer, beat egg whites until soft peaks form. Add salt and 1 tablespoon of sugar, and beat until stiff peaks form. Using a rubber spatula, gently fold in vanilla and remaining sugar. Fold in flour and cooled butter until incorporated.
Heat iron over medium heat, and brush lightly with oil, or spray with nonstick spray away from heat. Place a heaping tablespoon of batter on iron a third of the way in from the hinge. Close iron, and press tightly together. Scrape away excess batter with a knife. Cook one side for 45 seconds, then flip iron and cook another 45 seconds, or until golden. Adjust heat as necessary. Open iron, and remove waffle with a fork or a thin spatula. Quickly roll hot waffle into a cone shape. Repeat process with remaining batter. Let cones cool; store in an airtight container.
To make the cones you will need a pizzelle iron, available at kitchenware stores.
Chocolate-Cone Variation: Reduce flour to 1/4 cup and add with 1/4 cup cocoa, sifted, to butter in step 1.