RORY: Lorelai Gilmore. Nope, doesn’t sound model-y enough. You need something that stands out more. How about Waffle? We could call you Waffle and say you’re from Belgium?
Rory is referring to the way many models have unusual or exotic-sounding names, sometimes the one they were given at birth, and sometimes self-chosen. (Alexis Bledel began her career as a model, so presumably would know of many examples).
Waffle is from Belgium because they are famous for this foodstuff. American love “Belgian waffles”, which were introduced to North America in 1962, and popularised in 1964 at the New York World’s Fair – a variant of the Brussels waffle, served with strawberries and whipped cream (the Belgian cook who brought them over didn’t think North Americans would recognise Brussels as the name of a Belgian city).
There are several different types of waffle in Belgium, and none of them are called Belgian waffle. They tend to be larger and lighter than Belgian waffles in North America, with larger squares and a deeper grid pattern. Unlike in North America, they are not served as a breakfast food, but more often as a dessert or afternoon snack with coffee. [picture is the American version of Belgian waffles].
The Annotated Gilmore Girls 