Stir orange pieces into waffle batter, where they'll caramelize during cooking. Top the waffles with orange segments, and serve with a syrup infused with orange juice and cinnamon.
In a medium bowl, whisk flour, sugar, baking powder and soda, and salt. In another bowl, whisk egg, buttermilk, juice, sour cream, and butter. Stir mixture into dry ingredients. Fold in half the oranges.
Coat a waffle iron with cooking spray. Cook waffles according to manufacturer's directions, coating iron with cooking spray between batches, as the oranges tend to stick. Keep warm; serve waffles with remaining oranges and orange syrup.