In a heavy-bottomed saucepan bring water, unsalted butter, sugar, and salt to a low boil just long enough to melt the butter.
Add in the flour and mix with a rubber spatula until a thick dough forms.
Add the dough to a mixing bowl and let cool for 5 minutes.
Using a whisk attachment, add egg and vanilla and mix until a looser dough forms. (It will resemble a pate a choux.)
Add your piping tip to the piping bag and cut off the opening at the end so that the dough will clear the tip.
Preheat vegetable oil in skillet.
Pipe 5-6-inch-long strips of dough into the hot oil using a knife to cut off the end.
Fry on all sides about 3-5 mins, until golden brown.
Drain on paper towels and toss in cinnamon sugar.
To make the chocolate sauce.