In a large pot, bring the oyster water to a boil. Dissolve the roux in the boiling water, reduce the heat, and simmer for about 30 minutes. Add the onion, celery, pepper, and parsley. Bring to a boil, then reduce the heat and simmer for 30 minutes.
Add the hen (hen is used because the tougher meat stands up better than chicken to the long cooking time) and andouille. Simmer for 2 hours, or until the meat is tender. Add the oysters and boil for 15 minutes. Turn off the heat and add the gumbo file and salt and pepper to taste. Serve over rice.