Forgo the traditional frying -- and mixing up the batter! -- for this Latin American treat. Instead, bake store-bought puff pastry for churros that are easier to make but full of the same spicy sweetness: Muy delicioso!
Preheat oven to 425 degrees. On a lightly floured surface, roll out puff pastry into a 12-by-16-inch rectangle. Brush lightly with a beaten egg. Fold in half into a 6-by-16-inch rectangle; press out air bubbles, then cut crosswise into 1/2-by-6-inch strips. Twist into spirals, pressing ends to gently adhere. Place 1 inch apart on 2 parchment-lined baking sheets; freeze 30 minutes. Bake, rotating sheets halfway through, until puffed and golden, 20 to 22 minutes. Combine sugar and cinnamon. While still hot, toss half of churros with half of sugar. Repeat with remaining churros and sugar.
Mexican Chocolate Sauce:
Bring cream to a simmer; pour over chocolate in a heatproof bowl. Let stand for 5 minutes. Add spices; stir until smooth. Serve immediately, with churros.