The Preparation
Combine water, butter, sugar, and salt in a saucepan over medium heat. Bring to a boil.
Remove from heat and add flour all at once, stirring vigorously until a smooth dough forms.
Let cool slightly, then beat in eggs one at a time until fully incorporated. Add vanilla.
Transfer dough to a piping bag fitted with a large star tip.
Heat 2-3 inches of oil to 375°F in a heavy pot.
Pipe 4-6 inch strips of dough directly into the hot oil, cutting with scissors.
Fry in batches for 2-3 minutes per side until golden brown. Drain on paper towels.
Mix cinnamon and sugar in a shallow dish. Roll hot churros in the mixture to coat.
Serve immediately with Mexican chocolate dipping sauce.