Place rack in center of oven. Heat oven to 325 degrees. Melt shortening in a 10-inch cast-iron skillet over medium-low heat. Gradually sift flour over shortening; whisk to combine. Mixture will be thick and pasty. Combine to whisk until light brown, 10 to 12 minutes. Transfer skillet to oven; let roux cook until very dark brown, 3 to 3 1/2 hours, whisking every 45 minutes (whisk every 30 minutes if the pan is not cast iron). The roux can be kept, refrigerated, for up to a week before using.