Heat the oil in a cast iron dutch oven. Whisk in the flour on medium heat to create a roux. The roux should be thicker than maple syrup, but not too thick.
Whisking constantly, cook the roux until it's about as dark as milk chocolate, or to taste. Be very careful to not let it scorch.
Add the onion, celery, and bell pepper to the roux mixture. It will steam and clump up into a paste.
Cook the vegetable mixture until the veggies are soft and starting to brown a little bit. Allow it to cook pretty far at this point - about 10 minutes.
Add the spices and cook for an additional minute or two.
Slowly add about 2 cups of stock, whisking constantly.
Add more stock until the gravy is thinner than you want, another 1-2 cups of broth.
Reduce the thin gravy until it gets to the desired thickness.
Taste and adjust for salt.