Cook and stir oil and flour in a skillet over medium heat until mixture is thick and the color of peanut butter, about 20 minutes.
Stir onion, green bell pepper, and celery into flour mixture; cook and stir until softened, about 5 minutes. Add sausage; cook and stir until browned, about 5 minutes. Add Cajun seasoning, garlic, and black pepper; cook and stir until fragrant, about 2 minutes.
Pour chicken stock over vegetable-sausage mixture; reduce heat to low and simmer for 30 minutes. Add shrimp and cook until shrimp are pink and cooked through, about 10 minutes.
If you see black specks in step 1, it is burnt and you need to start over.
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