Heat a large pot or Dutch oven over medium heat. Add olive oil and the sliced andouille sausage, sautéing until browned. Remove from pot and set aside.
Pour in the peanut oil and heat. Slowly add the flour, stirring continuously to make a roux. Cook for about 20-30 minutes until it reaches a dark brown color.
Add the chopped bell pepper, onion, celery, and garlic. Stir and cover, cooking for about five minutes until softened.
Return the sausage to the pot, adding Cajun seasoning, salt, and pepper. Stir for another minute.
Pour in the seafood stock, scraping up any brown bits from the bottom. Bring to a boil, then reduce heat to medium-low and simmer for about an hour.
Add the okra and parsley, cooking for another 15 minutes.
Stir in the shrimp and simmer for an additional 6-7 minutes until the shrimp are pink and cooked through.
If desired, mix in the filé powder for added thickness. Serve over cooked white rice, garnished with parsley.
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Notes
Store leftovers in an airtight container in the refrigerator for up to 3 days or freeze for up to 3 months.