Cook the roux
30 minHeat the oil in a heavy-bottomed pot over medium heat. Add all the flour at once and stir constantly with a wooden spoon. The mixture will first foam white, then turn honey-colored, and then the color of peanut butter. You are looking for hazelnut-shell brown, a deep reddish brown. This takes about 25–30 minutes and cannot be rushed by turning up the heat. If you see black specks in the roux, it has burned; discard it and start again.