1. Heat oil in heavy pot or Dutch oven. When oil is hot, gradually add flour, stirring continuously until well mixed. Lower heat and continue stirring until chocolate brown. When roux is chocolate brown, remove from pot and set aside. If roux remains in the pot, it will continue to cook and get too dark.
2. Always use warm water to dissolve the roux.
3. While you're at it, make more than enough as it keeps well in or out of the refrigerator.