So what is a churro? They're made of bread or flour, and round like fluted, browned in oil and coated with cinnamon sugar. Sometimes, they are filled with chocolate, caramel, milk, etc. They are delicious. This place dates back to 1962, and was formerly a cake shop. It improved its product line for years, eventually becoming a Churreria. It sells a variety of combinations; sugar, chocolate, with milk, with caramel, etc. They go perfectly with warm coffee or hot chocolate, especially when it's cold out and a hot drink is the ultimate remedy. We went in after getting soaked in the city, and decided to stay to enjoy the views over the city.