re: Does it matter what fat you use to make roux?

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Only use butter or similar fats when making a light roux. They are more susceptible to burning when making a dark roux. For a dark roux stick to higher smoke point oils/fats.

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This. Bacon grease has a much lower smoke point than vegetable or canola oil. I typically use vegetable or canola for my gumbos. For my smoked duck gumbo, i collect the fat drippings while smoking the ducks, and use that along with oil to get to my 1-2 cups of oil (depending on size of gumbo)