Combine first 11 ingredients and water to cover in a 15-qt. stockpot; cover. Bring to a boil over high heat (about 20 minutes). Uncover; boil, stirring occasionally, 30 minutes. Drain, reserving cooking liquid. Coarsely chop greens.
Combine smoked sausage and next 2 ingredients in pot with 2 cups reserved cooking liquid. Bring to a boil. Boil, stirring once, 15 minutes.
Meanwhile, cook chorizo in hot oil in a medium skillet over medium-low heat, stirring occasionally, 10 minutes or until browned. Remove with a slotted spoon; drain on paper towels, reserving 3 Tbsp. drippings in skillet.
Make a roux: Stir flour into reserved drippings with a wooden spoon, and cook over medium heat, stirring constantly, until flour is medium brown (about 15 minutes; see Roux Is a Ritual, below, as a guide). Add flour mixture to mixture in stockpot, and stir well. Add chopped greens mixture and 5 cups reserved cooking liquid. Reduce heat to medium-low; simmer, stirring occasionally, 20 minutes. Stir in salt, thyme, red pepper, and chorizo. Cook, stirring occasionally, 40 minutes. Stir in filé powder; stir vigorously. Serve over hot cooked rice.
ROUX IS A RITUAL, a foundation of flavor, and a commitment. To make it, you simply combine fat and flour in a heavy skillet or pot and cook it, stirring constantly, to coax out flavor, using the color-blonde to dark brown-as your guidepost. Chefs such as Leah Chase know the only critical key to making roux is following one simple commandment: Thou shalt pay attention. No texting and stirring. From there, it's easy.
Step 1: Pick your fat. Butter or animal fat adds flavor, but use canola oil for darker Creole and Cajun roux. Its higher smoke point is more forgiving.
Step 2: Choose your heat. Experts can use a higher flame. Beginners should heat fat in a pan over medium; the roux will take longer but not burn as easily. Add roughly a 1:1 ratio of flour.
Step 3: ID the roux you want; keep stirring until you match it:
BLONDE ROUX: Flour is cooked but still light. Stir into sauces such as velouté to add richness and body.
LIGHT BROWN ROUX: Marry this versatile thickener with pan juices from a roast to make gravy.
MEDIUM-BROWN ROUX: Begins losing thickening power but adds toasty flavor. Takes 15 minutes on medium heat.
DARK BROWN ROUX: Takes 20 minutes when cooked fast, up to 1 hour cooked slowly. Gives étouffées and gumbos deep, smoky flavor.
BLESS YOUR HEART: You've gone too far. Cook the roux too long or fast and it will taste burned.