Special equipment: a deep-frying thermometer; a pastry bag fitted with a large closed-star tip; a pastry bag fitted with a large (3/16-inch) round tip (#801)
Combine the sanding sugar and cinnamon in a large shallow dish or pan that's large enough to roll the churros in (at least 8-inches wide). Set aside.
Set up a baking sheet lined with a bunch of paper towels for the finished churros.
In a medium saucepan over medium-high heat, bring the butter, sugar, salt and 1 cup water to a boil. Reduce heat to low. Sift the flour into the saucepan and stir for about 1 minute. (The mixture will immediately form a sticky ball.)
Transfer the mixture to a stand mixer fitted with a paddle attachment. With the mixer running on low, add the eggs one at a time. Mix until the eggs are well incorporated.
Fill a Dutch oven or pan with 2-2 1/2 inches of oil and place it over high heat. You want the oil to be at 345 to 365 degrees F during the frying process; use a thermometer to monitor the process closely. When the oil hits 340 degrees F, turn the heat down to medium and try to maintain the temperature range.
Fit a pastry bag with a large closed-star tip and fill it 3/4 full with the churro dough.
Squeeze the dough directly into the oil in 4 inch lengths, using scissors or a paring knife to separate the dough from the bag. You can fry 4 - 5 churros at a time, use metal tongs to keep them separated in the pan, about 2 minutes on each side until the churros are deep golden all over.
Gently remove the finished churros with tongs and place them directly into the cinnamon-sugar mixture, rolling to coat them evenly. Place them on the paper towel lined sheet tray.
Repeat until you've used all the dough.
Poke a hole in the end of each churro with the tip of a paring knife. Fill a pastry bag fitted with a large (3/16-inch, #801) round tip with the Rompope Pastry Cream. Take each churro, insert the pastry tip in the end and fill. Repeat until all churros are filled. Serve warm.
Combine the milk, almonds and granulated sugar in a blender and puree until smooth. Transfer to a pot, add the cinnamon stick and bring the mixture just to a boil over medium heat, scalding it.
Meanwhile, whisk together the egg yolks, cornstarch and a pinch of salt in a bowl. Slowly whisk in the scalded milk mixture, then return the mixture back to the pot over medium heat. Cook, whisking constantly, until thick and you can see the trails of your whisk, about 2 minutes. Remove from the heat and whisk in the butter, then the rum. Cover the surface with plastic wrap to prevent a skin from forming and refrigerate until ready to use.
Adapted from "Duff Bakes: Think and Bake Like a Pro at Home" by Duff Goldman © William Morrow 2015. Provided courtesy of Duff Goldman. All rights reserved.