Cook the sausages in a large nonstick skillet over medium heat until browned, about 8 minutes. Remove the sausages from the skillet and drain on paper towels.
Heat the oil in a large Dutch oven over medium-high heat; gradually whisk in the flour and cook, whisking constantly, until the flour is a deep caramel color, 7 to 10 minutes.
Reduce the heat to medium. Stir in the onion, bell pepper, celery, garlic, thyme, Creole seasoning and cayenne pepper; cook, stirring constantly, about 5 minutes. Gradually stir in the broth; add the chicken, tomatoes, okra, Worcestershire sauce and sausage.
Increase the heat to medium high and bring the mixture to a boil. Reduce the heat to low and simmer, stirring occasionally, until all the vegetables are tender and the broth has thickened slightly, about 20 minutes. Serve the gumbo over the hot cooked rice topped with the scallions. Serve with hot sauce, if desired.
Photograph Courtesy of Time Inc. Books/Alison Miksch.