Heat a large pot or Dutch oven to medium heat. Add 1 teaspoon oil and heat until it shimmers.
Season the chicken with salt and pepper, then add it to the pan along with the sliced andouille. Cook a couple minutes per side, until the sausage is browned at the edges and the chicken is lightly golden and fragrant. Set aside until ready to use.
Deglaze (optional). Pour in ¼ cup chicken broth and scrape up the browned bits from the bottom of the pot, then pour this flavorful liquid over the reserved meat.
Add ½ cup peanut oil to the pot and heat to medium. Add the flour and stir. Cook for 20-30 minutes, stirring constantly, until the roux turns the color of chocolate and smells toasty and nutty (not burnt).
Add the peppers, onion, celery, and garlic. Stir and cook about 5 minutes, until the vegetables soften and the kitchen smells nice and savory.
Add chicken and andouille. Stir and cook for 1 minute to coat everything in the roux.
Add the okra, Cajun seasoning, and chicken stock. Stir and scrape up the browned bits from the bottom of the pot - they add a lot of flavor.
Add the bay leaves, partially cover, and cook at medium-low heat for at least 1 hour to thicken, stirring occasionally. You can simmer longer if you’d like a richer flavor, 2-3 hours. Taste and adjust for salt.
Stir in parsley and cook 5 minutes.
Serve in bowls, over white rice if desired, and garnish with extra parsley. Serve filé powder on the side so everyone can sprinkle some into their bowl to thicken and add that classic gumbo aroma, if desired.