Being born in Louisiana doesn't mean that you know how to cook Gumbo by default. I've been working at it for more than 20 years and slowly getting better and better. It's never quite the same each time that I cook it which is okay with me.
I first cooked 6 slices of applewood smoked bacon and removed them while keeping the residual oils in the pan. Added about 1/4 cup of olive oil and sprinkled in 1/2 cup of flour for the roux. Stirring the roux constantly is completely necessary as you do not want it to burn, but you do want it to brown evenly over med-high heat... actually med is good once you get some color developing.
Once you've got a nice brown roux developing, you add the entire chopped bell pepper (yellow in my case), a chopped onion and I used 3 stalks of celery though the recipe calls for only 2. These three are known as the 'holy trinity' as they are the base for a lot of Louisiana style cooking. After these sweat a bit, you can begin adding some water and/or stock. I didn't go to the trouble of making shrimp(seafood) stock from the shrimp shells so I just added some bullion and a dash of salt to the mix. A bit later, I came across some vegetable broth and splashed a bit of that in. Added 3 or 4 good dashes of gumbo filé. Keep stirring now and then. Add your 3 bay leaves (whole). A healthy dash or three of cayenne pepper. Another couple shots of Tabasco. Using a pepper mill, I added pepper for a good 30 seconds or more - more than a teaspoon. As this thickened I added more water (another 2.5 cups approx). and more filé and a bit of thyme. Add around 1/2 tsp of Crab Boil (liquid)
I didn't have any fresh okra, but I had a packet of frozen breaded okra. I rinsed the breading off of the okra and added it to the mix along with 2 diced green onions and the bacon that I had used to get the grease to start things off right. Added a bit of parsley (dried unfortunately)... later, I discovered that I had some fresh and added it as well.
So you can see, you don't have to be exact about anything when it comes to making gumbo. Just make sure to taste it along the way and don't over do the salt up front. To finish, serve over rice and add some fresh parsley and diced green onions for color and texture.