Heat 1½ inches of oil over medium heat in a large saucepan. Use a candy thermometer to bring the oil between 360°-365°F (without knowing the temperature of your oil, you'll have trouble frying the churros so they turn golden brown while the inside cooks). Adjust the heat on the stove to maintain this temperature.

Whisk the oat flour, millet flour, sweet rice flour, corn starch together in a small bowl. Set near the stove.

In a medium saucepan, bring the water, butter, sugar, and salt to boil over medium heat. Add flours all at once and cook, mixing with a rubber spatula until completely incorporated.

Transfer the dough to the bowl of a stand mixer or a large bowl with a hand mixer and let cool for 10 minutes.

Add the egg and vanilla and mix until completely combined.

Transfer the dough to a piping bag fitted with a ½-inch closed star tip (I used the Ateco 847 star tip, but the 846 works just as well)

When your oil is at temperature, work in batches frying 3-4 churros at a time, so as not to crowd the pan. Pipe the dough directly into the oil in 4-6 inch long strips, using clean kitchen scissors to cut the dough from the tip. Adjust the heat on the stove to keep the oil at 360°-365°F. Fry the churros 1½-2 minutes, then use tongs to flip them and fry another 1½-2 minutes, until both sides are golden brown. Transfer to a wire rack to cool a few minutes and repeat with remaining churros.

Mix the coating sugar and cinnamon together in a shallow bowl. Toss each churro in the cinnamon sugar to coat. Serve warm with chocolate sauce, if desired.

Store churros uncovered at room temperature for up to 12 hours or in an airtight container at room temperature for 2-3 days. To reheat churros, preheat the oven to 350°F. Place the churros on a wire rack over a baking sheet and bake for 5-7 minutes until warm.