Combine flour and oil in a Dutch oven over medium-high heat. Cook, stirring frequently, until it forms a thick paste the consistency of cake frosting. Continue cooking, stirring constantly, until the flour turns dark golden brown, 15 to 20 minutes. The darker the roux, the more depth of flavor, but don't burn it.

Add onions, bell peppers, okra, celery, garlic, Creole seasoning, thyme, cayenne, salt, and pepper. Cook until vegetables are tender, 3 to 6 minutes.

While vegetables are cooking, bring 4 cups water to a boil in a 2-quart saucepan. Add unopened bag of rice and boil, uncovered, until rice is tender, 10 to 12 minutes. Remove bag from water and drain. Cut open bag, pour rice into a bowl, and fluff.