Heat the heavy cream in a medium saucepan over medium-low heat until it just begins to bubble.
Combine the chocolate, coffee liqueur, vanilla, and cinnamon in a medium bowl.
Pour the hot cream over the chocolate and let stand for 1 minute.
Whisk until smooth. Set aside until ready to serve.
Place the crisper plate into the Cosori Smart Air Fryer basket.
Select the Air Fry function, adjust temperature to 190°C and time to 5 minutes, then press Start/Pause to preheat.
Combine the water, butter, sugar, and salt in a saucepan and bring to medium-high heat.
Turn the heat off once the butter has melted and begun to boil, add the flour, then stir vigorously with a wooden spoon until the mixture forms a ball, about 2 minutes.
Transfer the mixture to the bowl of a stand mixer or a large mixing bowl and allow to cool for 4 minutes.
Add the egg and vanilla extract to the bowl while beating on high speed for 3 minutes using an electric hand mixer or stand mixer, or until the egg has been well incorporated and the batter looks smooth.
Transfer the batter to a pastry bag fitted with a large star-shaped tip.
Spray the crisper plate with the coconut oil spray.
Pipe the batter into 10-centimetre-long strips directly onto the greased crisper plate and cut the ends with scissors.
Spray the tops of the churros lightly with the coconut oil spray.
Select the Air Fry function, adjust temperature to 190°C and time to 8 minutes, then press Start/Pause.
Mix the sugar and cinnamon in a bowl while the churros cook.
Remove when done, then immediately toss the churros in the cinnamon sugar mixture. Repeat the cooking and coating process with the remaining churros.
Serve the churros with the chocolate sauce on the side for dipping.
