In a saucepan over medium heat, combine water, sugar, salt, and vegetable oil; bring to a gentle boil. Remove from heat and stir in flour and baking powder until a dough forms.
Let the dough cool slightly, then transfer it into a piping bag fitted with a star tip.
Preheat your air fryer to 375°F (190°C) and line the basket with parchment paper.
Pipe strips of dough about four inches long into the air fryer basket, leaving space between each churro; cut off each piece after piping.
Lightly brush each churro with vegetable oil before air frying.
Air fry for about 10 minutes or until golden brown.