In a medium saucepan, combine water, butter, sugar, salt, and vanilla bean seeds. Bring to a simmer. Add flour all at once and stir until a dough forms and pulls away from the pan. Remove from heat and let cool 5 minutes.
Add eggs one at a time, mixing until smooth and glossy. Transfer to a piping bag fitted with a large open star tip.
In a small saucepan over medium-low heat, whisk together dulce de leche, milk, and vanilla bean paste until smooth and glossy. Off heat, stir in Grand Marnier or orange zest if using. Keep warm or at room temperature while frying the churros.
Pipe 3-inch spirals onto 4x4-inch squares of parchment paper.
Heat oil to 350°F. Carefully place each swirl (paper and all) into the oil. After 10 seconds, peel away parchment with tongs. Fry until deeply golden and crispy.
Drain briefly on a rack, toss warm in cinnamon sugar, and finish with a pinch of flaked sea salt.
Serve churro swirls warm with the vanilla bean dulce de leche on the side for
dipping.
