1. Pre-heat your oven to 200C degree. In a small bowl, add sugar cinnamon powder and mix together well. Set aside.
2. In a medium bowl, add sifted flour and corn grits and mix well. Set aside.
3. In a medium saucepan, add water, salt, butter and sugar. Heat until the butter is melted and the mixture starts boiling (Remove from the heat just before it boils). Add the flour at a time and mix them to combine evenly using a wooden spoon. The dough will lump and pull away from the saucepan easily.
4. Transfer the dough to a medium bowl. Add beaten egg and mix well with a wooden spoon, until eggs are incorporated well. Add vanilla at this stage if desired.
5. Spoon the dough into pastry piping bag, and then pipe the dough out on the baking sheets into long strips, spacing them out about 2 cm apart between each churros.
6. Bake for 15-20 mins or until golden brown color.
7. Transfer the churros to shallow baking dish or just plate and sprinkle with prepared cinnamon sugar.