Place a large skillet over medium high heat.
Add the flour to the skillet and cook, stirring constantly, until it begins to turn a blonde color.
Adjust the heat so that the flour does not brown too quickly. If there is any sign of smoke, remove the pan from the heat and stir the flour to cool. The flour can brown very quickly, so watch closely: never walk away from a roux! Remove the pan from the heat to cool when the flour is the color of milk chocolate (or slightly darker).
Remove the flour to a plate or container and set aside. (The flour may be cooked ahead of time. Allow the flour to cool and store in the pantry tightly sealed until needed.)
Add the olive oil to a large skillet over medium high heat.
When the pan is hot, add the garlic and cook for about 1 minute. Stir frequently.
Add the onions and cook for about 3 minutes, stirring frequently.
Add the celery and peppers and cook for about 2 minutes. Stir frequently.
Add the chicken thighs and cook for about 8 to 10 minutes. Stir occasionally. Be patient with this step, as the vegetables will slowly give up water as they cook and the mixture will become almost soupy before you add any liquid.
Add the cooked flour a little at a time and stir to blend.
Add the water, stock, Worcestershire sauce, Creole seasoning, paprika, salt, and bay leaves.
Stir well and cover partially.
Reduce the heat and simmer for 45 minutes. Stir occasionally.
Add the okra and the gumbo filé and stir.
Cook for about 10 minutes, stirring occasionally.
Serve over brown rice.