Whisk together sugar and cinnamon, set aside.

Add water, butter, sugar and salt to a saucepan, bring to a boil over medium-high heat. Add flour and reduce heat to medium-low. Cook and stir constantly with a rubber spatula until mixture comes together and is smooth (a few lumps in it are fine). Transfer mixture to a large mixing bowl, let cool 5 minutes.

Add vanilla and egg to flour mixture then blend immediately with an electric mixer. Blend until mixture comes together and is smooth (it will separate at first but keep mixing it will come together).

Transfer to a large piping bag fitted with a rounded star tip. Here I used 2 tips: 824 for skinny churros and 827 for fatter ones.

Heat about 1 1/2 inches (4cm) oil in a large pot or deep skillet over medium-high heat to 360 F (182 C).

Carefully pipe mixture into preheated oil, into about 6-inch lengths, cut end with clean scissors. Let fry until golden brown, about 3 minutes per side. Transfer to paper towels to dry briefly then transfer to cinnamon sugar mixture and roll to coat.

Repeat process with remaining dough (frying no more than 5 at once). Serve warm with chocolate ganache, caramel sauce, or dulce de leche if desired.

Make ahead: the dough can be refrigerated in an airtight container for up to 1 day before frying. Bring the dough back to room temperature before frying. Storing: though they are best served warm, the churros can be stored in an airtight container lined with paper towels at room temperature for up to 2 days. Reheat cooked churros in the oven at 350 F about 5 mins.