Toss onion and sweet potato with 1 tablespoon olive oil; sprinkle with salt and pepper. Spread vegetables in a single layer in a shallow roasting pan or a 15" x 10" jellyroll pan. Roast at 450° for 30 minutes, stirring twice.
Cook sausage in a large Dutch oven over medium heat until browned; remove sausage, and set aside.
Cook bacon in same pan over medium heat until crisp; remove bacon and drain on paper towels, reserving drippings in pan. Coarsely crumble bacon.
Add enough oil to drippings in pan to yield 1/4 cup. Add flour and cook over medium heat, whisking constantly, until roux is peanut butter-colored (about 30 minutes). Add celery, green pepper, and garlic; cook 7 minutes or until vegetables are just tender. Stir in water and next 4 ingredients. Bring to a boil; cover, reduce heat, and simmer 20 minutes. Gently stir in roasted vegetables, sausage, and shrimp; cook 5 to 7 minutes or until shrimp turn pink. Discard bay leaf before serving.
To serve, ladle gumbo into individual bowls. Sprinkle each serving with bacon, if desired.