Heat 1 tablespoon vegetable oil in a large, heavy saucepan over medium heat. Add the sausages and brown until nicely colored all the way around, about 7 minutes. Remove from the pan and let rest; reserve the drippings. When cool, slice the sausages into 1/4-inch rounds and set aside.
Add enough oil to the sausage drippings to make 1/2 cup. Add the flour to the fat and cook over medium heat, stirring slowly and continuously and scraping up any browned bits from the bottom of the pan, until the mixture has thickened somewhat and turned chocolate-colored, 25 to 30 minutes. Add the onions, bell peppers and fennel and cook until soft, about 10 minutes.
Meanwhile, in a small bowl, combine the paprika, oregano, thyme, garlic powder, onion powder, salt, black pepper and cayenne. Mix to blend, then add the Worcestershire sauce. Set aside.
To the softened vegetables, add the garlic; cook until fragrant, 1 minute. Add the spice mixture and stir until well combined. Stirring continuously, slowly add 6 cups of the chicken stock and bring to a boil. Add the bay leaves. Reduce the heat to medium-low and simmer until thickened, 30 to 40 minutes.
Return the sliced sausage to the pan. Add the shredded chicken and all but a few handfuls of the green onions. Cook for another 30 to 40 minutes, until the flavors have melded and the gumbo has thickened further, adding more stock if the gumbo gets too thick (you should still see some liquid).