Gather your tools: a heavy-bottomed skillet, a wooden spoon, a measuring cup, and a sharp knife. These will help you control heat and prep ingredients smoothly.
Start by making your roux: heat the oil in the skillet over medium heat. Whisk in the flour and cook, stirring constantly, until the roux turns a deep caramel color, about 15-20 minutes. Keep an eye on it to prevent burning; you'll notice it smell nutty and look glossy.
While the roux cools slightly, dice the onion, bell pepper, and celery. Mince the garlic and set everything nearby for quick addition.
Add a splash of oil if needed, then sauté the chopped vegetables in the same skillet over medium heat. Cook for about 8 minutes, stirring occasionally, until they soften and release a sweet, fragrant aroma. The peppers should blister slightly.
Add the minced garlic to the vegetables and cook for another minute until fragrant, stirring constantly.
Pour the cooked roux into the skillet with the vegetables, stirring well to combine. The mixture should turn a rich, deep brown with a nutty smell filling the air.
Slowly pour in the stock, stirring constantly to prevent lumps. Add bay leaves, smoked paprika, cayenne, and thyme. Bring the mixture to a gentle simmer, and let it cook for about 10 minutes, allowing flavors to meld and sauce to thicken slightly.
Add the shrimp to the simmering sauce and cook for about 3 minutes, until they turn bright pink and are opaque. Gently stir to coat evenly and prevent overcooking.
Taste the sauce and adjust seasoning with salt, more cayenne, or spices if needed. Remove bay leaves before serving.
Spoon the hot étouffée over fluffy rice, garnish with chopped green onions, and serve immediately. The sauce should be thick, glossy, and smoky, with tender shrimp and vibrant vegetables.