In a Dutch oven, bring vegetable oil to medium high heat. Add the flour and stir constantly with a wooden spoon for 30 minutes to achieve a chocolate-colored Cajun roux. If your roux gets really tight, go ahead and add a tablespoon of additional vegetable oil at a time to achieve the consistency of gravy.
Once your roux is cooked, add in your diced onions, peppers, and celery. Cook over medium high heat for five minutes. Then, add your garlic and cook for another minute before adding in your chicken thigh chunks. These will cook for another five minutes until you no longer see raw meat.
Next, deglaze the pan with the chicken stock. Be sure to scrape all bits of the fond off the bottom of the pan. Season your gumbo with hot sauce, Cajun seasoning, smoked paprika, cumin, bay leaves, and gumbo file. Wait until the end of the cooking time to season with salt. Cover and bring the mixture up to a boil before cutting the heat to medium low. Simmer the gumbo with the lid off for 45 minutes to one hour.
While the gumbo is simmering, saute the andouille sausage rounds in another pan over medium high heat until browned on both sides. Add the sausage to the gumbo pot.
Finally, cut the heat off. Add the shrimp and chopped parsley to the gumbo pot and cover with a lid. Cook the shrimp with the residual heat for two minutes. Season to taste with salt. Ladle gumbo into a bowl with steamed white rice, top with scallions, and enjoy with an ice cold Abita Amber Lager.