Cook the sliced sausage in a large skillet over medium heat until nicely browned, around 10 to 15 minutes. Transfer to a paper-towel-lined plate and drain well.
Combine the ½ cup oil and ½ cup flour in a Dutch oven. Cook over medium-low heat, stirring frequently for the first 20 minutes and constantly for the remaining time, until the desired color is reached, about 40 minutes total. While stirring, scrape the bottom and corners of the pot. (See Tip 6)
Once the roux reaches the desired color, immediately add the onions, bell pepper, and celery. Cook, stirring frequently, for 5 to 7 minutes, until the vegetables begin to soften.
Add the garlic, Cajun seasoning, pepper, and thyme. Cook for 30 seconds more, until fragrant.
Gradually whisk in the chicken broth and Worcestershire sauce until smooth. Add the cooked sausage. Bring to a gentle boil, then reduce to a simmer.
Simmer uncovered for about 45 minutes, stirring occasionally. May be prepared in advance up to this point.
Before serving, reheat the gumbo if needed. Add the shrimp and cook for 2 to 3 minutes, until pink and opaque. (See Tip 7)
Taste and make the final seasoning adjustments.
Serve over white rice, with green onions or parsley as desired.
Yield: 6 servings.