Peel shrimp, and devein, if desired; set aside.
Cook oil and flour in a Dutch oven over medium heat, whisking roux constantly until it is a dark caramel color (about 12 minutes).
Reduce heat to low; add onion and bell pepper, and saute 5 minutes or until tender.
Add broth gradually, stirring until blended. Stir in garlic and next 3 ingredients; cover and simmer, stirring occasionally, 30 minutes.
Add shrimp and green onions; cook, covered, 10 minutes or just until shrimp turn pink.
Remove from heat, and stir in file powder. Let stand 10 minutes before serving; serve over rice with French bread.
Prep: 30 min., Cook: 1 hr., Stand: 10 min.