In a medium saucepan combine Water, Unsalted Butter, Granulated Sugar and Salt. Bring to a rolling boil over medium heat.
Remove the pan from heat and immediately add all of the All-Purpose Flour, stirring vigorously with a wooden spoon until a smooth dough forms and pulls away from the sides of the pan.
Return the pan to low heat and cook the dough, stirring constantly, for 1–2 minutes to dry it out slightly.
Transfer the dough to a bowl or the bowl of a stand mixer and let cool for 3–5 minutes; then beat in the Egg one at a time until each is fully incorporated and the dough is glossy. Stir in the Vanilla Extract.
Fit a large piping bag with a large star tip (or use a zip-top bag with a corner snipped) and fill it with the dough.
Pour enough Neutral Oil into a heavy pot for a 2-inch depth and heat to about 350°F (175°C) or medium-high; test with a small drop of dough—it should sizzle and rise immediately.
Pipe 3–4 inch strips of dough into the hot oil and cut them with scissors; fry in batches so the oil temperature stays steady, turning occasionally, until deep golden and crisp, about 2–3 minutes per side.
Use a slotted spoon to transfer churros to a paper-towel-lined tray to drain briefly.
While still warm, toss the churros in a bowl with additional granulated sugar and Ground Cinnamon until evenly coated. Serve immediately.
