In a large heavy-bottomed pot or Dutch oven, whisk together the vegetable oil and flour over medium heat. Keep whisking constantly for 20 to 25 minutes until the mixture turns a deep reddish-brown color, like milk chocolate.

Add the sliced andouille sausage right away. Season the chicken thighs with salt and pepper and add them to the pot. Cook for 5 to 6 minutes, stirring often, until the sausage is lightly browned and the chicken is no longer pink on the outside.

Add the diced onion, green bell pepper, and celery to the pot. Cook for 5 to 6 minutes until they soften. Add the garlic and cook for 1 minute until it smells fragrant.

Slowly whisk in the warm chicken broth, adding it a cup at a time. Keep whisking after each addition so the roux blends smoothly and does not clump. Stir in the diced tomatoes, Cajun seasoning, thyme, and bay leaves. Bring to a boil, then reduce heat to low and simmer uncovered for 35 to 40 minutes.

Stir in the okra and Worcestershire sauce. Let the gumbo simmer for another 10 to 15 minutes until the okra is tender and the gumbo has thickened.

Ladle the gumbo over scoops of cooked white rice in bowls. Top with chopped scallions and fresh parsley, then serve extra hot sauce on the side.