In a pan, combine water and salt. Bring to a boil.

While the water heats, sift the flour into a bowl.

Once the water starts boiling, turn off heat and immediately add all flour at once. Mix vigorously with a spatula until dough forms.

Let the dough cool for 1 minute, then mix in 1 egg yolk until fully incorporated, it will take a couple minutes to have the egg yolk fully incorporated into the churro dough. 

Fit a piping bag with a star tip (size #15) and fill halfway with dough (for small bags) or completely (for large bags).

Pipe 7-8 churros onto parchment paper, straightening any uneven shapes.

Heat vegetable oil to 180°C (350°F) in a deep pan.

Fry churros in batches for 7 minutes or until golden brown, maintaining a temperature of 180-190°C (350-375°F).

Drain churros on paper towels, then immediately roll in a cinnamon-sugar mixture.

Warm Nutella and serve in a small bowl for dipping.