I'll commit the blasphemy because I cook oven rouxs too from time to time.
Start the roux on the stove like you would for a normal stovetop roux to get the oil and flour to mix well and start the cooking. I use equal parts oil and flour in cast iron skillet. Get the oil hot, mix the flour in and stir away. Once the roux has begun to cook, pop it into a preheated oven at 375-400F. Stir well every 15 minutes and remove it when the color is right.
This post was edited on 11/18 at 10:29 pm