In a large cast iron skillet, heat the oil over high heat until it
begins to smoke (about 4 minutes).
With a long handled metal whisk, gradually mix in flour, stirring
until smooth. Continue cooking, whisking constantly until roux is a dark
red brown, about 3 to 5 minutes. (Be careful not to let it scorch in the
pan or splash on your skin.) Remove from heat and use as needed.
Extra roux may be kept in the refrigerator indefinitely.