Preheat the oven to 350 degrees. Lightly grease a baking sheet.
In a sauce pan, place the water, butter, sugar and vanilla.
Bring the mixture to a boil over medium heat. Once mixture has reached a boil, remove the pan from the stove top and stir in the cup of flour, stirring until a dough forms.
Once dough is formed, stir in the eggs one at a time, stirring until each egg is incorporated into the mixture.
Place the dough into a pastry bag fitted with a star tip. Pipe six inch by one inch strips onto a baking sheet lined with parchment paper.
Bake at 350 degrees for 20 minutes. Turn heat to broiler and broil for 30 seconds to one minute until outside becomes browned. Turn churros and broil an additonal 30 seconds to one minute. (Only do this if you would like your churros extra crispy and browned).
Remove churros from oven and turn them in the cinnamon and sugar mixture until all sides are coated.
Notes
To Store: Store in an airtight container for up to three days. If churros become soft, place churros on a baking sheet under the broiler for 1-2 minutes, rotating to crisp all sides. Remove from oven and serve.