Melt shortening in Dutch oven.
Add flour and stir over high heat until it forms a thick paste. Brown until very dark. Add chicken broth from boiled chickens and cans. Let boil, reduce heat and add chicken, onions and tomatoes.
In a skillet, slowly fry okra in small amount of oil.
Add okra to mixture in Dutch oven. Bring to a slow boil, stirring for about 20 minutes.
Turn off heat. When no longer boiling, add file and lightly stir. Let stand about 20 minutes.
Serve over rice.