Add butter, water, and salt to a medium saucepan over medium heat. Once the butter melts, increase heat to medium-high and bring to boil.
Turn off the heat and add the flour to the pot, stirring continuously until the dough forms. You will want to continue stirring for an addition minute or two to get some of the moisture out of the batter. Then pour into a mixing bowl.
Wait 4 minutes for the batter to cool down and then slowly add the eggs and vanilla while beating on low until combine.
Pour batter into a piping bag and pipe your shape onto a baking tray with parchment paper or a silicone mat and refridgerate for just under 1 hour.
Put in your air fryer at 375° for 8 minutes and then flip the churros over for an additional 8 minutes.
Remove the churro from the air fryer and roll around in the sugar/cinnamon mixture right away.