In a large heavy Dutch oven, combine the oil & flour over medium heat stirring constantly for about 25-30 minutes, to make a dark brown roux. This step didn't take me that long but for Gumbo it should ideally be a dark reddish brown, be very careful not to burn.
Add the onion, bellpepper & celery and cook, stirring often, for 6 to 8 minutes, or until veggies are soft.
Add the water/chicken stock & blend into the roux mixture.
Add the bay leaves & thyme.
Season the chicken with salt and cayenne.
Add the chicken to the roux-water mixture & simmer for 1 hour.
Add the andouille sausage & cook for 1 hour more, or until chicken is tender.
Skim off any oil that has risen to the surface. Remove the bay leaves.
Check seasonings. Add more salt & cayenne if necessary.
Add the green onion & parsley.
Serve immediately in soup bowls over steamed rice.
File powder can be passed around the table so that guests can add it to the gumbo according to individual tastes.