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In a medium saucepan, combine milk, butter, sugar, and salt and cook over medium heat. Once the butter has melted, add the all-purpose flour and whisk to combine. Switch over to a wooden spoon or spatula, and cook until the dough begins to pull away from the sides of the pan and the dough becomes shiny, approximately 3 to 4 minutes.
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Transfer the dough to a mixing bowl and cool for a few minutes. Using a mixer, add eggs one at time, making sure to beat each one in completely before adding the next.
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Transfer batter to a pastry bag fitted with a open star tip and set aside.
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In a large saucepan, heat oil for deep-frying over medium heat. Once thoroughly heated, pipe batter into oil in desired shapes. Fry for several minutes, turning often to ensure even browning.
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Once golden brown, remove the churros from the oil and blot them on a paper-towel lined tray for a few seconds, then toss in the prepared coating.
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Serve warm.