My sister bought me a cast iron ebelskiver pan, and I've not had much luck with each of the batches I've tried.  They always burn or stick.  I'm hopeful someone might have a tried-and-true technique for making them, and possibly a family recipe :) 
I love ebelskivers, these are great little treats! The way to prevent them from sticking to the pan is brushing melted butter over it before you put the batter in. And make sure to season the cast iron. IF you are looking for easy step by step directions for making them feel free to check out my blog http://cookingforthosewholive.blogspot.com/. I just wrote a post about ebelskivers, hopefully all works out!!  