Slice sausage; cook in 1 Tbsp. hot oil in a Dutch oven over medium-high heat 5 minutes. Remove sausage; drain. Reserve drippings in skillet. Add 1 Tbsp. oil; reduce heat to medium. Cook mushrooms 5 minutes or until brown. Add to sausage.
Remove skillet from heat; add brandy. Return skillet to heat; cook 1 minute. Stir in flour and remaining 4 Tbsp. oil; cook, stirring to loosen browned bits, 8 minutes or until roux is the color of chocolate.
Stir in Cajun seasoning, next 5 ingredients, and white parts of green onions; cook, stirring constantly, 7 minutes. Add broth; cook, stirring constantly, 5 minutes. Return sausage and mushrooms to pan; cook 20 minutes. Add hot sauce to taste. Discard bay leaves. Sprinkle with filé powder, if desired. Top with green parts of green onions.