Prep the Trinity
Chop the onions, bell pepper, and celery and mix together. Pull of 1/4 to preserve for the final step.
Make the Roux
Heat oil in heavy 6-quart pot (or dutch oven) over medium-high heat until very hot and almost smoking. Add flour and stir constantly until mixture is a deep, clay red - well past "peanut butter", but not burnt/dark red/dark brown either. Reduce the heat as you go -- 15-30 minutes.
Add the Trinity