The first time I tasted a churro, I was in Los Angeles with a friend and we stopped at a street cart selling Mexican food. The churros were amazing: sweet and sticky, crunchy outside and chewy inside. I had two orders and I made my friend take me to the same cart every day for the rest of my time there.
The churros are made of a basic light pastry dough, a.k.a. choux pastry. The dough is pretty hearty and sticky, yet forgiving and easy to work with. Dabbing a little bit of vegetable oil on your fingers and utensils will make handling it a breeze.
In a medium saucepan, combine the water, 2 tablespoons oil, granulated sugar, and salt. Bring to a boil and remove from the heat.
Stir in the flour rapidly, until the mixture forms a ball. Transfer to a food processor, add the egg, and process until smooth.
Put enough oil in a deep fryer or a large saucepan to reach a depth of 1 inch. Heat until a piece of dough dropped into the oil turns golden after 30 seconds (375° to 400º F on a deep-fat thermometer).
Meanwhile, place the dough in a plastic piping bag or a ziplock bag with a corner snipped off and pipe 4-inch “sausages” of dough onto the baking sheet.
Gently transfer the dough to the oil in batches using a large spatula or slotted spoon. Fry until golden brown, about 2 minutes. Drain on paper towels and place on the baking sheet. Repeat until all the dough is used.
Mix together the powdered sugar and cinnamon in a small bowl. With a small sifter, sift the sugar mixture over the warm churros.