Heat the liquid base: In a saucepan, combine water, sugar, salt, and vegetable oil. Bring to a gentle simmer over medium heat, then remove from heat and add vanilla extract.
Form the dough: Add flour all at once and stir quickly until a smooth dough forms and pulls away from the sides of the pan.
Cool the dough: Let it rest for 5–10 minutes until slightly warm, making it easier to pipe.
Prepare piping bag: Transfer dough into a piping bag fitted with a star nozzle.
Heat oil for frying: Heat oil in a deep pan to about 350°F (180°C).
Pipe and fry churros: Pipe 4–6 inch strips directly into hot oil. Fry until golden brown and crispy, turning if needed.
Drain excess oil: Remove churros using a slotted spoon and place on paper towels.
Coat with cinnamon sugar: Mix sugar and cinnamon in a bowl and roll warm churros until fully coated.
Serve immediately: Enjoy with chocolate sauce or your favorite dip.