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Step 1
Bring the water, butter, and 1 tablespoon of the sugar to a simmer in a small saucepan over medium-high heat. Add the flour and quickly stir it in with a sturdy wooden spoon. Continue to cook, stirring constantly, until the flour smells toasted and the mixture is thick, about 3 minutes. Transfer to a large bowl.
Step 2
Using the same wooden spoon, beat the flour mixture until cooled slightly but still warm, about 1 minute of constant stirring. Stir in the vanilla. Stir in the eggs one at a time, making sure each egg is incorporated before adding the next.
Step 3
Transfer the dough to a piping bag or gallon zip-top bag. Let the dough rest for 1 hour at room temperature. Meanwhile, prepare the cinnamon sugar and chocolate sauce.
Step 4
Combine the cinnamon and remaining 1/2 cup sugar in large bowl. Microwave the chocolate in a medium microwave-safe mixing bowl in 30-second intervals, stirring between each, until the chocolate is melted, 1 1/2 to 2 minutes. Add the sour cream or yogurt and whisk until smooth. Cover and set aside.
Step 5
Preheat the air fryer for 10 minutes at 375°F. Pipe the batter directly into the preheated air fryer, making 6 (3-inch) pieces and piping them at least 1/2-inch apart. Air fry until golden-brown, about 10 minutes. Immediately transfer the churros to the bowl of cinnamon sugar and toss to coat. Repeat with air frying the remaining batter. Serve the churros warm with the dipping sauce.