FIRST you make a Roux.
The temp of the pan needs to be just right, don't want to
burn it, gives it a bitter taste, but it's got to be hot
enough that the flour doesn't take too long to brown.
Heck we even do this when we are deer hunting.
From Gumbopages.com
Just as it is in classical French cuisine, roux is a mixture of flour and fat, usually butter or oil. The proportion is roughly 1:1, but I tend to use slightly more flour than oil; maybe 1-1/4 cups of flour to 1 cup of oil.
It is the basis for many Louisiana dishes, particularly gumbo, but also etouffees, sauce piquantes, and more.
There are three basic types of roux: light (or what the Cajuns call "blond"), medium (or "peanut butter" colored), and dark. There is white roux also, which is cooked for just a minute to get the flour taste out, but this is rarely used in Louisiana cooking. For gumbos, for instance, Creole cooks tend to prefer a blond or medium roux, where Cajun cooks tend to prefer a very dark roux, which is wonderfully smoky tasting. There are, of course, exceptions to this. In fact, you'll see people making many different "levels" of roux. Blond, light brown, medium-light brown, medium brown/"peanut butter", and dark browns that range from the color of milk chocolate to the color of bittersweet chocolate. This is the most amazing roux of all in flavor, but the most difficult to achieve; it's really easy to burn it from this point. Use your eyes and nose; if it's gone over to being burned you can smell it. It's like the difference between really dark toast and burnt toast. You also have to take it off the heat slightly before the roux gets to the color you want, because the residual heat in the pan (particularly if it's cast iron) will continue to cook the roux. This is why it's a good idea to add your "trinity" (onion, celery, bell pepper) to the roux before it gets to your desired color, because that'll help slow the cooking process.
Roux is used to thicken gumbos, sauces, étouffées or stews, and in the case of a darker roux to flavor the dish as well. Dark roux has more flavor, a wonderful roasted nutty flavor, but tends to have less thickening power.
Preparation of a roux is dependent on cooking time; the longer you cook, the darker the roux. A blond roux will only take four or five minutes; a dark roux up to 20 or 25 minutes at high heat, or up to an hour at low heat. Roux must be stirred constantly to avoid burning. Constantly means not stopping to answer the phone, let the cat in, or flip the LP record over, and if you've got to go the bathroom ... hold it in or hand off your whisk or roux paddle to someone else. If you see black specks in your roux, you've burned it; throw it out and start over.
When you're stirring your roux, be very careful not to splatter any on you. It's extremely hot, and it sticks. They don't call it Creole napalm for nothing ... I have a lovely burn scar on my forearm from last year's Christmas Eve gumbo, when I got sloppy with the stirring.
Certain dishes (like crawfish étouffée) would benefit from a butter-based roux, but if you're going to make a dark roux, this will take a long time. Butter roux must be cooked at low to low-medium heat, or the butter will scorch. Darker roux are better suited to being made with oil. If you know what you're doing, you can make an oil-based roux over medium-high to high heat, whisking like hell, and you'll have a beautiful near-milk-chocolate colored roux in about 20 minutes rather than an hour. Peanut oil works best for high-heat roux cooking.
I'm told that some home cooks are making roux in the microwave now. "No stirring!", they say. "It works!" Bah. Humbug. There's a certain satisfaction to stirring it by hand that I myself refuse to delegate to a microwave. Some things simply must be done by hand if you're serious about this.
Now, one not-so-bad idea is the oil-less roux, pioneered by Cajun Chef Enola Prudhomme. Basically, you just dump the flour into a cast-iron skillet and toast it dry, making sure to stir it around as you would a normal roux. I've never tried this, but apparently it works rather well, and is perfect for folks who are on low-fat diets.
Thanks!
One teeny thought to offer -- low-fat diet, what's the problem w/a roux? Just use a nice virgin olive oil instead of butter, bacon oil (ok, ok, bacon fat...same thing, g!), fatback, or whatever, right?
As you've said, one should likely bring the olive oil up to temp first, then stir in the flour for best results.
How thick, how thin -- matter of the cook's taste, no? Too thin, add a little more flour, or even better, a little arrowroot -- nice neutral taste and will shorten the cooking time if you want a dark roux.
This thought courtesy of my late friend, Louis d'Auberge Messarveaux (hope I spelt that correctly, Mr. M., and G-d rest you!), who taught me what I know (cough, that little bit...) about making fine Creole and Cajun dishes, back in the 1980s.