I ordered the Xuxos or stuffed churros. I chose nutella as filling. I also ordered the Churros Classico or the traditional churros, but they are twice the length of common churros. I also added an extra order of their belgian dip for the classico.
Compared to Dulcinea, La Lola's churros were not at all oily, so finishing an entire medium order of the classico didn't feel as sinful. But my favorite was the xuxos. It's very tasty as it's already stuffed with nutella.