2) While the roux is baking, peel, devein and remove the heads from the prawns. Place the prawns in a bowl and put in the refrigerator. Place the heads and shells in a 4L saucepan along with the 2L of water, set over a high heat and bring to the boil. Decrease the heat to low and simmer for 1 hour or until the liquid has reduced to 1L. Remove from the heat and strain the liquid into a container, discarding the solids.
3) Once the roux is done, carefully remove it from the oven and set over a medium-high heat. Gently add the onions, celery, green peppers and garlic and cook, stirring constantly, for 7 to 8 minutes or until the onions begin to turn translucent.
4) Add the tomatoes, salt, black pepper, thyme, cayenne pepper and bay leaves and stir to combine. Gradually add the prawn stock while whisking continually. Decrease the heat to low, cover and cook for 35 minutes.
5) Turn off the heat, add the prawns and sausage and stir to combine. Add the file powder while stirring constantly. Cover and allow to sit for 10 minutes prior to serving. Serve over rice.