In a small saucepan, combine water, butter, sugar, and salt over medium heat. Bring to a boil, then remove from heat.

Stir in the flour until the mixture forms a ball and comes away from the sides of the pan.

Let the mixture cool slightly, then add the egg and vanilla extract. Stir until smooth.

Transfer the dough to a piping bag fitted with a star tip.

Preheat the air fryer as directed. Cut parchment paper into small squares.

Pipe the dough onto the parchment paper in long strips.

Spray or brush the piped dough lightly with oil.

Place the parchment squares with dough into the air fryer basket, making sure not to overcrowd.

Air fry at 375°F (190°C) for about 10-15 minutes or until golden brown.

In a bowl, mix together sugar and cinnamon.

Roll the churros in the cinnamon sugar while they are still warm.