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Step 1
Heat the oven to 375°F with a rack in the middle position. Line a rimmed baking sheet with kitchen parchment. In a medium bowl, whisk together the masa harina, baking powder, cinnamon and salt.
Step 2
In a stand mixer with the paddle attachment, beat the butter, sugar, egg and vanilla on medium, scraping the bowl once or twice, until the mixture is light and creamy, 1 to 2 minutes. With the mixer running on low, gradually add the dry ingredients, then mix until they are evenly moistened, about 1 minute. With the mixer still running on low, stream in ¼ cup water and mix until the dough is soft and pliable but not sticky, about 30 seconds.
Step 3
Scoop up 1 tablespoon of the dough and roll it into a 3-inch log, then bring the ends together to form a ring. If the dough cracks, it is too dry and needs more water. Return the shaped portion to the mixer bowl and knead in 1 to 2 teaspoons additional water (there is no gluten in the dough and therefore no risk of overworking it). Test the dough by shaping another portion; knead in more water, if needed. When the dough is properly hydrated, form it into rings as you did the first portion; place the rings on the prepared baking sheet, spacing them evenly apart.
Step 4
Bake until the edges of the cookies are golden brown, 13 to 15 minutes. Remove from the oven and immediately sprinkle with about 2 tablespoons additional sugar. Cool on the baking sheet for about 10 minutes. Using a wide metal spatula, transfer the cookies to a rack; cool completely before serving.