Start by combining water, butter, salt, and sugar in a saucepan. Place it over medium heat and stir until the butter melts completely. Then, bring the mixture to a boil. Once it’s bubbling, reduce the heat and add the sifted flour. Stir vigorously until the mixture pulls away from the sides, forming a ball.

Remove the dough from heat and let it cool for about five minutes. You want it warm, but cool enough not to scramble the egg in the next step.

Crack the egg into the dough and add the vanilla extract. Mix well until fully incorporated. The dough will become smooth and slightly sticky.

In a separate pot, heat about two inches of vegetable oil to 375°F (190°C). This temperature is crucial for achieving that perfect crunch. While the oil heats, prepare a piping bag fitted with a star-shaped nozzle. Transfer the dough into the bag.

Once the oil is hot, carefully pipe the dough into the oil, forming long strips. You can cut them to your desired length with scissors. Fry them until golden brown on both sides, which usually takes about 2-3 minutes.

Using a slotted spoon, remove the churros from the oil and place them on a paper towel to absorb excess oil. In a shallow dish, combine the sugar, cinnamon, and orange zest. Roll the warm churros in this mixture for that addictive sweetness.