Heat a large pot or Dutch oven to medium heat. Add 1 teaspoon olive oil and heat. Add the sliced andouille. Cook a couple minutes per side until browned. Set aside until ready to use.
Add ½ cup peanut oil to the pot and heat to medium heat. Add flour and stir. Cook for 20-30 minutes, constantly stirring, until the roux browns to the color of light chocolate*.
Add peppers, onion, celery and garlic. Stir and cook about 5 minutes, covered.
Add reserved andouille, Cajun seasoning, salt and pepper to taste. Stir and cook for 1 minute to let the spices bloom.
Add seafood stock. Scrape up the brown bits from the bottom. Bring to a boil.
Reduce heat and simmer on medium-low heat for 1 hour to thicken. You can simmer longer if you’d like.
Stir in okra and parsley and cook 15 minutes. The okra will help to thicken up the gumbo.
Stir in shrimp and tuck into the gumbo. Simmer 6-7 minutes, or until the shrimp is cooked through.
Remove from heat and stir in filé powder, if using, for extra thickness. Or serve filé powder on the side.
Serve into a bowl, over white rice if desired, and garnish with extra parsley.