Prepare the Brigadeiro Filling:

In a medium saucepan over low heat, combine the sweetened condensed milk, cocoa powder, and butter. Cook, stirring constantly, until the mixture thickens and pulls away from the sides of the pan (about 10–15 minutes). Let cool completely and transfer to a piping bag fitted with a small tip.

Make the Churro Dough:

In another saucepan over medium heat, combine water, sugar, butter, and salt. Bring to a boil, then remove from heat. Add the flour all at once and stir vigorously until the dough forms a ball. Let cool for 5 minutes.

Add Egg and Vanilla:

Stir in the egg and vanilla extract until smooth and fully combined.

Heat the Oil:

Heat vegetable oil in a deep frying pan or pot to 375°F (190°C).

Pipe and Fry the Churros:

Transfer the dough to a piping bag fitted with a large star tip. Pipe 4–5-inch strips of dough directly into the hot oil, cutting with scissors. Fry 3–4 churros at a time for 2–3 minutes per side until golden brown. Remove and drain on paper towels.

Coat the Churros:

In a small bowl, mix the granulated sugar and cinnamon. Roll the warm churros in the mixture until evenly coated.

Fill with Brigadeiro:

Using a skewer, make a small hole through the center of each churro. Pipe the cooled brigadeiro filling into the churros.

Serve and Enjoy:

Serve the Brigadeiro Churros warm for a crispy, creamy, chocolatey treat!