Take a thick bottom pan. Add milk, butter, sugar and salt to it. Place it on medium heat and bring it to boil. Once it reaches a boil, take it off heat. Add vanilla eassence and all purpose flour to it. Keep mixing with a spatula till you get a smooth mixture with no lumps.
Take vegetable oil in a thick bottom pan. Let it heat on medium flame. Transfer all Churro batter in a piping bag with a large open star tip.
Pipe 1 to 1.5" dough out over hot oil and using scissors cut the dough so as to drop over the oil.
Remember to make churros in small batches to avoid burning. Allow churros to fry until golden brown by stirring occassionally. Then take them out of oil and place on absorbent paper to drain excess oil. Do this for the entire churro batter.
In a small mixing bowl, add cinnamon powder and sugar together and mix well. Coat churros with this mix. Serve warm.