Whisk together sugar and cinnamon in a shallow dish. Set aside until ready to use.
Combine the cinnamon and sugar in a small shallow bowl. Rub the rims of 2 glasses with a little water or chocolate sauce/salted caramel, dip the rims through the cinnamon sugar. Set aside until ready to use.
To a blender add 2 churros, ice cream, milk, vanilla extract salted caramel (if using). Blend until your desired consistency is reached.
Pour milkshake in the prepared glasses. Garnish with a churro (or two!). Enjoy!