Most Louisianians believe you cant make a good gumbo without a roux. That may be so, but, as it turns out, you can make a roux without exhaustively stirring it over a hot stove. Alton Brown, host of Good Eats, offers cramped wrists and sweating brows a respite with his simple, indirect cooking method. Heat an oven to 350°. Whisk equal parts canola oil and flour in an 8-qt. Dutch oven; bake, uncovered, until the color reaches the requisite dark brown, about 1½–2 hours. Then simply transfer the pot from the oven to your stove and make your gumbo. We love this technique because it leaves us free to do other things, like make a stock, while the roux darkens without any fuss.
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Only use file’ powder after the gumbo is finished if you want to use it as a thickener for gumbo that does not have okra. If you use okra right after the roux is your desired color or consistency (peanut butter to chocolate color) you will never know it is in the finished product. Either is traditional, neither is necessary. 
Nancy Dolce:
I was pretty skeptical, but I’ll be damned if it didn’t turn out a really nice dark brown roux. I don’t think you could get to a really super-dark (almost black) roux using this method, but it was the color that I was looking for today. Sure beats standing over the stove for 45m working the whisk!
I decided to make a batch of gumbo for football today, and I remembered watching an episode of “Good Eats” recently where Alton made his roux in the oven. I did some research online and found the specifics, and felt like experimenting so I gave it a shot. I figured that if it came out poorly, then I would just make another batch the traditional way on the stovetop.
I use Paul Prudhomme’s technique and can make a dark brown to black roux in 15 min on the cooktop (it does require constant attention though). The method uses fairly high heat and I usually have to move the skillet off the heat from time to time to aid in controlling the process.
How to Make a Roux Like a Pro | Food Network
FAQ
How to make a roux Alton Brown?
What is the best flour to use for brown roux production?
How long does it take for a roux to turn brown?
How do you make brown roux?
To make brown roux, you’ll proceed through steps 1 – 3 in the How to Make a Light Roux section, above. Then simply continue cooking and stirring the roux. After about 6 or 7 minutes of total cooking time, it will smell a little nutty and turn pale brown. At this stage you have a brown roux.
How do you cook a roux?
A roux prevents this from ever happening. The starch in a roux is typically flour, while the fat can be anything from oil to lard to melted butter, depending on the flavor you want. The two are whisked together to form a paste, then cooked to varying degrees of doneness. Exactly how much the roux is cooked depends on the flavor and color you want.
How long do you cook Roux in a cast iron skillet?
In a large cast iron skillet, whisk together the flour and oil to make a paste. Place the skillet in the oven and bake for 90 minutes to 2 hours for a dark roux, stirring every 30 minutes. Once the roux has achieved your desired color, transfer to a storage container or a gumbo-cooking vessel and proceed with the recipe.
Can a roux be prepared on the stovetop or in the oven?
A roux can be prepared on the stovetop or in the oven. There are advantages and disadvantages to each. A stovetop roux cooks faster, and, since you’re whisking more or less constantly as it develops, you have an eye on it the whole time. This allows you to gauge its color and aroma more precisely, and pull it off the heat when it seems right.