Roll each roll into a thin 26-inch-long rope. Roll each end in opposite directions three or four times. Pick up each end and pinch together. The churro will twist together.
Heat oil in a deep skillet to 350°. Place churros in oil and fry about 2 minutes or until light golden brown. Remove from oil and drain on paper towels.
Combine sugar and cinnamon in a one gallon resealable bag and shake until well combined.
Place warm churros, one at a time, in bag and shake until well coated.