In a saucepan, add the butter, water, salt, and sugar over medium heat. Stir occasionally and bring to a boil. While the water is coming to a boil, sift your flour.
Once the water is boiling, add the flour, reduce heat to low and mix thoroughly with a rubber spatula. The batter should start to come together and form a mass. Continue to stir until thoroughly incorporated. Remove the mixture to a large bowl and set aside to cool for 8-10 minutes.
At this point, in a casserole dish or large plate, mix the sugar and cinnamon thoroughly. Set aside.
Once mixture has cooled, add the vanilla and eggs, and mix with an electric mixer, wooden paddle, or rubber spatula. With a mixer, this will take about 4-5 minutes of mixing to fully bring the dough together. Put the thick batter into a piping bag with a closed star tip (we use Ateco 849).
Heat about 1 ½ to 2 inches of oil to 335°F in a large sauté pan or large pot appropriate for frying. Pipe the batter into the oil at whatever length you desire – we prefer about 4”. Cut the dough at the preferred length from the piping bag with scissors. Fry the churros until deep golden brown about 8-10 minutes. Keep an instant read thermometer handy (that can handle high temperatures) to adjust the oil temperature to keep it close to 335°F.
Once the churros are done, remove them from the heat and place on paper towels for about 10 seconds to drain excess oil. Immediately put the churros into the cinnamon sugar mixture and coat. Allow them to cool slightly before serving.