Heat the oil in a large saucepan over medium heat. When hot, whisk in flour. Continue whisking until the roux has cooked to the colour of chocolate milk, 8 to 10 minutes. Be careful not to burn the roux. If you see black specks in the mixture, start over.
Stir onion, pepper, celery and sausage into the roux; cook 5 minutes. Stir in the garlic and cook another 5 minutes. Season with salt, pepper and Creole seasoning; blend thoroughly. Pour in the chicken stock and add the bay leaf. Bring to the boil over high heat, then reduce heat to medium-low and simmer, uncovered, for 1 hour, stirring occasionally. Stir in the chicken and simmer 1 hour more. Skim off any foam that floats to the top during the last hour.