Step 1: Make the Roux : In a large heavy-bottomed pot or Dutch oven, combine vegetable oil and flour over medium heat. Stir constantly with a wooden spoon until the mixture turns dark brown, like chocolate (about 15–20 minutes). Be patient; this is where gumbo gets its signature flavor.
Step 2: Add the Holy Trinity : Add onion, bell pepper, and celery to the roux. Sauté for 5–7 minutes until soft and aromatic. Stir in garlic, smoked paprika, thyme, oregano, cayenne, black pepper, and salt. Cook for another 1–2 minutes.
Step 3: Build the Gumbo : Gradually pour in chicken broth, whisking to combine and prevent lumps. Add diced tomatoes, bay leaves, and Worcestershire sauce. Bring to a simmer.
Step 4: Add Sausage : Stir in andouille sausage. Simmer uncovered for 25–30 minutes, allowing flavors to meld.
Step 5: Add Shrimp : Reduce heat to low, stir in shrimp, and cook for 5–7 minutes, until shrimp are pink and opaque. Taste and adjust seasoning with salt, black pepper, or hot sauce as needed.
Step 6: Finish with Herbs : Stir in chopped parsley and green onions. Remove bay leaves.