Churros are draped in as much mystery as cinnamon sugar, starting with how, where, and when they were created. One of the prevailing theories is that they were first cooked up in Asia. They made their way to Lisbon when Portuguese sailors out for dinner at a port in Northern China were served a savory, crispy, fried pastry called “You Tiao” that they couldn’t resist bringing back to Europe. Once home, Portuguese cooks put their own twist on the treat—switching it from salty to sweet—and then watched it flourish, evolve, and eventually blossom into the modern-day delight that we now call churro.