To make the Churros: In a large saucepan over medium heat, add water, butter, and sugar. Bring to a boil and then add vanilla. Turn off heat and add flour and salt. Stir with a wooden spoon until thickened. Let mixture cool for 10 minutes.To cooled mixture, using a hand mixer, beat in eggs one at a time until combined. Transfer mixture to a piping bag fitted with a large open star tip.Pipe churros into air fryer basket and "fry" for 20 minutes or until golden brown. To make the Pumpkin Spice Sugar: Whisk together granulated sugar and pumpkin pie spice. Brush churros lightly with melted butter and dunk into pumpkin pie sugar mixture.To make the Chocolate Dipping Sauce: In a large pot, heat the heavy cream until simmering. Remove from heat and pour over chocolate chips in a heatproof bowl. Let sit for 5-10 minutes. Whisk together chocolate and cream and add cinnamon until well combined.