1. Heat 1 tablespoon oil in a large saucepan over medium-high heat. Add flour; cook 1 minute or until lightly browned, stirring constantly with a whisk. Add broth; stir with a whisk until thick. Pour into a bowl; set aside. Wipe pan clean with paper towels.
2. Heat remaining 1 tablespoon oil in pan over medium heat. Add onion and ham; cook 10 minutes, stirring occasionally. Add bell pepper and next 4 ingredients (through okra); cook 5 minutes or until vegetables are almost tender, stirring occasionally. Add broth mixture, water, and next 6 ingredients (through tomatoes). Bring to a boil; reduce heat, and simmer 10 minutes or until vegetables are tender. Stir in shrimp; cook 4 minutes or until shrimp are done. Sprinkle with parsley.