Fry okra in 2 tablespoons shortening until it ceases to "rope", about 30 to 45 seconds.
(ED: I could not find anything that explained what "rope" means in cooking.)
In another saucepan make roux by cooking shortening and flour until soft, about 5 minutes.
Add okra, stir in tomatoes, parsley, bay leaf, thyme and water.
Simmer for 30 minutes longer.
Remove from heat.
If desired, stir in filé just before serving (never cook filé).
Gumbo is better if cooked early in the morning and refrigerated for several hours.
Reheat and serve with cooked rice.