In a medium saucepan, combine water, butter, and salt. Bring to a boil over medium heat.
Once boiling, remove from heat and stir in flour until a dough forms. Let it cool for about 10 minutes.
Add eggs one at a time, mixing well after each addition until the dough is smooth and glossy.
In a large, deep skillet, heat about 2 inches of vegetable oil over medium heat.
While the oil is heating, prepare the vanilla cream filling by whipping heavy cream, powdered sugar, and vanilla extract until stiff peaks form. Set aside.
Once the oil is hot, transfer the churro dough to a piping bag fitted with a star tip. Pipe 6-inch long strips of dough into the hot oil, cutting them with scissors.
Fry until golden brown, about 2-3 minutes per side. Remove and drain on paper towels.
In a shallow bowl, combine granulated sugar and cinnamon. Roll the fried churros in the cinnamon sugar mixture while they are still warm.
Using a piping bag, fill each churro with the vanilla cream filling. Serve warm and enjoy!