On Xmas Eve, my Mom and I made our traditional post-church meal of sausage and shrimp gumbo. I made the roux, which is always a game of brinksmanship where I try to get it as dark as possible without burning.
While I made the roux, she made the base for the soup. When she was ready and had the liquid hot, I added the roux, which had been sitting for ~10 min. in the cast iron skillet.
The problem was that it didn't incorporate and certainly didn't thicken. We sat there and watched over the next 15 minutes as it all floated back to the top. Finally, we skimmed and made a second batch of roux (not quite as dark due to time pressure) and added it while it was still very hot. This time, the roux worked.
So, what did we do wrong the first time? Seems like we've followed the same steps in years past, with it working sometimes and sometimes not.