Heat vegetable oil in a large heavy pot over medium heat. Whisk in flour and cook, stirring constantly with a wooden spoon, until the roux turns a deep chocolate brown, about 20 to 25 minutes. Do not walk away - it burns fast. It should smell nutty and look like melted milk chocolate.

Immediately add onion, bell pepper, and celery to the hot roux. Cook, stirring, until vegetables soften, about 5 minutes. Add garlic and cook 1 minute more until fragrant.

Push vegetables to the edges and add andouille to the center. Cook until browned on both sides, about 5 minutes. Add chicken thighs and 1 tablespoon Creole seasoning. Brown chicken pieces, about 6 to 8 minutes, stirring occasionally.

Stir in warm chicken stock, scraping up any browned bits from the bottom. Add remaining 1 tablespoon Creole seasoning, thyme, bay leaves, and Worcestershire. Bring to a boil, then reduce heat to low.

Simmer uncovered, stirring occasionally, until chicken is tender and gumbo has thickened, about 45 minutes. Skim excess oil from surface if desired. Taste and adjust seasoning.

Remove bay leaves. Ladle gumbo over hot rice in bowls. Sprinkle with scallions and offer filé powder at the table for guests to stir in if desired.