Spray counter or surface with cooking spray. Roll dough into a 26-in. long thin rope. Roll each rope in opposite directions 3 or 4 times. Pick up rope and pinch ends together; the churro will twist together.
In an electric skillet or deep-fat fryer, heat oil to 350°. Fry 2-3 at a time about 1 minute per side or until golden. Drain on paper towels.
Place sugar and cinnamon in a large resealable plastic bag; shake well to mix. Place one warm churro at a time in the bag and shake until completely coated.