First you're going to make your choux pastry dough. Heat the water, salt and melted butter in a large saucepan over medium-high heat.
Once the butter is completely melted and the mixture begins to simmer, stir in the flour with a wooden spoon or heat safe rubber spatula.
Remove the sauce pan from the heat and continue stirring. Once a dough is formed, add in the vanilla extract and the eggs one at a time, stirring and mashing the dough together until all of the eggs are fully incorporated.
Transfer the mixture to a large piping bag fitted with a large open star tip.
Place your frying oil into a dutch oven and heat until the temperature on a candy thermometer reads 350 degrees for the oil.
Pipe the soft dough directly into the hot oil and use a pair of kitchen scissors to cut the churros into strips.
Cook until dough puffs and turns golden brown, turning halfway through so all sides evenly cook. This should just take 2 to 4 minutes total.
Carefully remove churro from oil using tongs and place on a paper towel-covered plate to drain excess oil, 1-2 minutes.
Once the churros have drained some oil but are still hot, place the cinnamon and sugar in a large bowl and mix together. Place the churros in the cinnamon sugar mixture and give them a good toss until well coated.
Once the Serve immediately with your choice of sauce or hot chocolate.