Begin by heating the oil in a heavy-bottomed skillet over medium-low heat. Gradually whisk in the flour, stirring constantly to form a roux. Cook slowly, stirring frequently, until it turns a deep caramel color, about 10-15 minutes, releasing a nutty aroma.
Push the roux to one side of the pan and add the diced bell peppers, onions, and celery. Sauté the vegetables in the residual oil and roux until they soften and become fragrant, about 5-7 minutes, watching for a translucent glow and slight caramelization.
Stir in the Cajun seasoning and tomato paste, cooking for about 1 minute until the spices bloom and release their aroma. This step deepens the flavor of the base sauce.
Pour in the stock, scraping up any browned bits from the bottom of the pan. Bring the mixture to a gentle simmer and cook for 8-10 minutes, allowing the sauce to thicken slightly and develop rich flavors.
Add the peeled shrimp to the sauce and cook for 3-4 minutes, stirring frequently, until they turn pink, opaque, and are just cooked through. Be careful not to overcook to keep them tender and bouncy.
Taste the sauce and adjust seasoning with salt, pepper, or additional Cajun spice as needed. If using, sprinkle in the file powder for an authentic earthy aroma, stirring well.
Remove from heat and let sit for a minute to allow flavors to meld. Serve the Shrimp Étouffée hot over steamed rice, garnished with chopped parsley or lemon wedges if desired.