History of the Churro! Churros are a traditional dessert created centuries ago by Spanish shepherds tending to the churra sheep. Since fresh baked goods were hard to come by high up in the mountains, the shepherds made these twisty-shaped treats in a pan over an open fire. They named this creation after the churra sheep because the pastry resembled the sheep's horns. It was only a matter of time before churros traveled to South America and other countries, eventually making their way to North America. Once people outside of Spain adopted this tasty treat, they continued to evolve and churros were enjoyed plain, covered in sugar and cinnamon, and even filled with jam or custard. Today, you can enjoy Mini Cinnamon Churros Cereal for breakfast, as a snack or dessert or any time from your own kitchen pantry!