Bring the water with the butter, salt and sugar to a boil and add the flour. Stir vigorously until the mixture forms a ball on the wooden spoon and separates easily off the sides of the saucepan.
Remove from heat and beat the eggs into the mixture, one at a time. Add the vanilla extract and fill the choux pastry dough in a pastry bag fitted with a large star-shaped tip.
Pipe long ribbons of dough into a very hot deep fryer and fry until the churros are golden brown on all sides. Drain the churros on tissue paper and roll them in cinnamon sugar while still warm.Servings: