In a medium saucepan, combine water, unsalted butter, granulated sugar, and salt. Bring to a rolling boil over medium heat, ensuring everything is well blended.

Quickly stir in all-purpose flour until it forms a ball, then remove from heat to cool slightly.

Add eggs one by one, fully incorporating each before adding the next to achieve a smooth, glossy dough.

Beat softened cream cheese until smooth, then blend in powdered sugar.

Add edible cookie dough and mix until creamy and free of lumps.

Load churro dough into a piping bag fitted with a star nozzle and pipe 3 to 4-inch lengths onto a parchment-lined baking sheet.

Using a separate piping bag, fill each churro with the cookie dough cheesecake mixture for an even distribution.

Heat oil in a deep fryer or heavy-bottomed pot to 375°F (190°C) and fry churros in batches for 2-3 minutes per side until golden brown.

Drain fried churros on paper towels to remove excess oil.

While still warm, roll churros in sugar and cinnamon mixture to coat.