01 - Combine water, granulated sugar, unsalted butter, and salt in a saucepan over medium heat and bring to a boil.
02 - Reduce heat to low, add all-purpose flour, and stir vigorously until mixture forms a smooth dough and pulls away from the sides.
03 - Remove saucepan from heat. Allow dough to cool for 5 minutes, then add the egg and vanilla extract, mixing until fully integrated and smooth.
04 - Spoon dough into a piping bag fitted with a star tip.
05 - Pour vegetable oil into a deep skillet or heavy-bottomed saucepan and heat to 350°F (175°C).
06 - Pipe 1-inch lengths of dough directly into the hot oil, cutting with scissors, and fry in batches until golden brown, approximately 2 minutes per batch.
07 - Remove bites with a slotted spoon and drain on a paper towel-lined plate. Toss warm churro bites in a mixture of granulated sugar and ground cinnamon to fully coat.