Place rack in center of oven. Heat oven to 325 degrees. On the stovetop, melt shortening in a 10-inch cast-iron skillet over medium-low heat. Gradually sift flour over shortening; whisk to combine. Mixture will be thick and pasty. Continue to whisk until light brown, 10 to 12 minutes.Advertisement
Transfer skillet to oven; let roux cook until very dark brown, 3 to 3 1/2 hours, whisking every 45 minutes (whisk every 30 minutes if pan is not cast iron).
This can also be made on the stovetop, though it burns more easily: In Step 2, cook over medium heat, stirring occasionally, until dark brown, 45 to 60 minutes.