In a small bowl combine the flour and cocoa powder with a whisk. Set aside.
In a medium saucepan over medium heat combine the water, milk, butter, and sugar. Bring to a boil, stirring frequently with a wooden spoon.
Remove from heat and add the flour mixture all at once.
Once combined add back to the heat and cook for 3 minutes, stirring the whole time. This will help remove excess moisture.
Pour the mixture into a large mixing bowl and use a hand mixer to beat the mixture together to help cool it down for about 2-3 minutes.
Use the hand mixer to mix the eggs one at a time into the batter until fully combined.
Add the vanilla with the last egg. The batter will look kind of weird and curdled at first but will come together eventually. Beat until combined. The batter will be a thick frosting consistency.
In a heavy bottomed pot, heat about 2-3 inches of oil over medium high heat. You are aiming to have the oil be between 350-370 degrees F during the frying.
While the oil is heating up, place a cooling rack over a baking sheet and set aside.
In a shallow bowl add the sugar and cinnamon and mix together. Set aside.
Add the dough to a large pastry bag with a large star tip attached. (wilton 1M is great) Pipe 5–6-inch lengths of dough into your hot oil close to the surface so it doesn’t splash. Cut it with scissors to release into the oil.
Fry for about 60-90 seconds and then rotate and fry the other side for an additional 60-90 seconds.
Let the churros cool a minute on the wire rack before rolling in the cinnamon sugar while still warm. Don’t let them sit too long or the sugar mixture won’t stick.
Dip in caramel sauce or chocolate sauce, if desired