Gather your ingredients.

Add the water, butter, sugar, and salt to a medium saucepan set over medium heat.

When the butter has melted and the sugar has dissolved, turn the heat to medium-low and add the flour. Stir until the dough comes together in a ball. Remove the pan from the heat and set it aside to cool for 5 minutes.

When the dough has cooled slightly, add the egg, egg yolk, and vanilla. Use a wooden spoon to incorporate the eggs into a smooth, thick batter. Transfer to a piping bag fitted with a star tip. Pipe 2.5" long churros onto a lined baking sheet. Place in freezer for 15 minutes until stiff.

Preheat air fryer to 350°F/180°C. Spray basket with cooking spray and add churros without overcrowding.

Cook for 10 minutes until golden brown. Remove and immediately roll in cinnamon sugar. Serve warm.