I found this roux recipe tweak in the comments section on spicysouthernkitchen.com
This person baked their flour first and did not use oil, or butter in their roux:
"...take the flour, spread it evenly on a sheet pan, place it in a preheated, 400 degree oven for at least a half hour. Check and stir every 10 minutes. The flour will develop a deep color after about 25 to 35 minutes and a wonderful aroma as well. This can then be added to your ALREADY COOKED veggies, coating them well. Now, add the liquid and continuing with the recipe. It will taste great and contain NO oil."
I've never heard of this method. Has anyone else ever tried it?