| 1 1/2 | pounds small shrimp (51 to 60 count), shelled and deveined, shells reserved |
| 1 | cup clam juice (one 8-ounce bottle) |
| 3 1/2 | cups ice water |
| 1/2 | cup vegetable oil |
| 1/2 | cup all-purpose flour |
| 2 | medium onions , chopped fine |
| 1 | medium red bell pepper , chopped fine |
| 1 | medium rib celery , chopped fine |
| 10 | ounces frozen okra , thawed (if using fresh okra, trim the caps and slice the pods 1/4-inch thick) |
| 6 | medium cloves garlic , minced |
| 1 | teaspoon dried thyme |
| 1 | teaspoon table salt |
| 1/4 | teaspoon cayenne pepper |
| 2 | bay leaves |
| 3/4 | pound smoked sausage , such as andouille or kielbasa, sliced 1/4 inch thick |
| 1/2 | cup minced fresh parsley leaves |
| 4 | medium scallions , white and green parts, sliced thin |
| Ground black pepper |
1. Preheat the oven to 350 degrees F.
2. Place the vegetable oil and flour into a 5 to 6-quart cast iron Dutch oven and whisk together to combine. Place on the middle shelf of the oven, uncovered, and bake for 1 1/2 hours, whisking 2 to 3 times throughout the cooking process.
3. While the roux is baking, peel and devein the shrimp. Place the shrimp in a bowl and set in the refrigerator. Bring reserved shrimp shells and 4 1/2 cups water to boil in stockpot or large saucepan over medium-high heat. Reduce heat to medium-low; simmer 20 minutes. Strain stock and add clam juice and ice water (you should have about 2 quarts of tepid stock, 100 to 110 degrees); discard shells. Set stock mixture aside.
4. Once the roux is done, carefully remove it from the oven and set over medium-high heat. Add onion, bell pepper, celery, okra, garlic, thyme, salt, and cayenne; cook, stirring frequently, until vegetables soften, 8 to 10 minutes (or 10 to 15 minutes if using fresh okra). Add 1 quart reserved stock mixture in slow, steady stream, stirring vigorously. Stir in remaining quart stock mixture. Increase heat to high; bring to boil. Reduce heat to medium-low, skim off foam on surface, add bay leaves, and simmer uncovered, skimming foam as it rises to the surface, about 30 minutes.
5. Stir in sausage; continue simmering to blend flavors, about 30 minutes longer. Stir in shrimp; simmer until cooked through, about 5 minutes longer. Off heat, stir in parsley and scallions, adjust seasonings to taste with salt, ground black pepper, and cayenne; serve.
