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Gather the ingredients.
Peel and chop the onions.
Cut the bell pepper in half lengthwise; remove the seeds and stem. Cut the pepper into 1/4-inch dice.
Chop the celery. Set the vegetables aside.
For the roux, melt the shortening in a large Dutch oven over low heat. Add the flour and cook, stirring, until medium brown—about 10 to 15 minutes. Stir the roux constantly to avoid burning. If it burns, you will have to start over.
Add the chopped vegetables to the roux, adjust the heat to medium-low to medium, and continue to cook, constantly stirring, until the onion is translucent.
Slowly add the chicken stock and bring it to a boil, stirring constantly.
Add the diced tomatoes, okra, salt, pepper, thyme, oregano, cayenne, and bay leaf; bring to a boil.
Reduce the heat to low and simmer, uncovered, for 20 minutes.
Meanwhile, cook the rice following the package directions. Set aside and keep warm.
Cut the chicken into bite-size pieces.
Add the chicken to the soup and cook, covered, for 6 to 8 minutes longer, or until the chicken is thoroughly cooked. Taste the soup and adjust the seasonings with more salt and pepper, as needed.
To serve, scoop a mound of rice into the center of each of the four large, shallow bowls. Ladle the soup around the rice. Sprinkle with fresh chopped parsley and/or green onion tops, if desired.