1. Peel and chop onion. Chop bell pepper, celery, and mushrooms. Slice zucchini into half moons.
2. In a large sauté pan over medium heat, add half of the oil and the onions, bell pepper, celery, and garlic. Cook for 10 minutes or until they begin to brown.
3. Transfer veggies to the slow cooker.
4. In the same sauté pan used to cook veggies, add in remaining oil and flours, stirring constantly, to make roux. Mix so there are no lumps.
5. Cook the roux over medium-low heat until it is the color of chocolate. The darker it is, the better, but take care to avoid burning as it will burn quickly.
6. Pour in vegetable broth and bring mixture to a boil. Once the mixture comes to a boil, transfer to the slow cooker.
7. Add in diced tomatoes, beans, mushrooms, zucchini, okra, Worcestershire, Cajun seasoning, bay leaves, and salt and pepper. Stir to mix well
8. Cover the slow cooker, and cook on low for 6-8 hours.
9. Once it's finished cooking, remove the bay leaves and adjust seasonings to taste if necessary.