Combine the flour, nutmeg, and sage in a small bowl.
In a saucepan, heat the milk, butter, salt, sugar, cinnamon stick, and vanilla bean over medium-high heat. Bring to a boil and then turn off the heat. Let it sit for at least 10 minutes to infuse the flavors together.
Remove the cinnamon stick and vanilla bean. Scrape the vanilla bean and place the seeds in the heated milk. Bring back to a boil and then turn off the heat again.
Add the flour mixture in and mix with a spatula until it forms a smooth dough.
Allow the dough to cool. While the dough is cooling, pour 1 ½ inch worth of peanut oil in a deep pot. Begin to heat up to 350°F.
Once the dough has cooled, mix in the eggs one at a time. Mix until completely smooth.
Place the dough in a pastry bag with a star tip. On a plate, combine the sugar, cinnamon, and sage and set aside.
After the oil has heated, squeeze a 3-4 inch long strip of dough into the hot oil. Repeat this 3 times per batch. If the dough is sticking to the end, use a spatula to separate it from the star tip. Use a pair of tongs to shape the churro into a straightish line. Fry the churros for about 2 minutes, flip, and fry for another 2 minutes or until they are golden brown.
Transfer the fried churro onto a plated lined with paper towel to remove any excess oil. Repeat frying until all the dough is fried.
Once the churro is cool enough to handle toss in the sugar, cinnamon, and sage mixture. I recommend serving these hot.
To make the sauce, combine the dark chocolate, heavy cream, dulce de leche, butter, and salt in a saucepan over medium-high heat. Heat until everything is well combined.