The correct answer to this question is: There are no Mexican dishes which starts with the letter “W”. The reason for this answer is because the letter W is very seldom used in their own language. A little research would inform you that the letter W only came recently in Spanish and only occurs in foreign loan words from English.
For example, if you find waffles sold in Mexico, Mexican will not pronounce it as “waffles” because they do not pronounce the letter W and most people are also incapable of pronounce the letter. Hence, waffles would be pronounced by Mexicans as “gwah-flehs”. Check the glossary of the Mexican food and you will see that there are really no Mexican dishes that start with the letter W.