Cook sausage in a Dutch oven over medium heat, stirring constantly until browned, about 5 minutes. Remove sausage to a bowl and reserve drippings in the Dutch oven.
Cook chicken in the drippings over medium heat to brown both sides, about 2 1/2 minutes per side. Remove chicken and set aside.
Heat oil in the Dutch oven. Add flour; cook and stir constantly over medium heat until roux is thick and the color of chocolate, 20 to 30 minutes. Be careful not to burn or you’ll have to start again.
Add celery, onion, and bell pepper; cook and stir for 6 minutes. Add garlic and cook until fragrant, about 2 minutes longer. Stir in hot broth and bring to a boil.
Add chicken breasts, Worcestershire sauce, Creole seasoning, thyme, pepper flakes, and bay leaves. Reduce heat and simmer, stirring occasionally, until chicken is no longer pink in the center and the juices run clear, about 1 hour. Remove chicken and let cool.
Add sausage to the gumbo and simmer for 30 minutes.
Shred cooled chicken and add to the gumbo with green onions. Simmer for another 30 minutes.
Remove gumbo from the heat. Discard bay leaves and sprinkle gumbo with file powder. Serve over hot rice.
You can use 6 to 8 chicken thighs in place of chicken breasts.
You can use water for chicken broth and hot sauce for red pepper flakes.
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