In a medium pot, heat 2 tablespoons of the oil over medium-high heat. Fry the okra, stirring constantly, until most of the slime disappears, about 10 minutes. Add the tomatoes, onions, celery, bell peppers, garlic, bay leaf, salt, and cayenne and cook, stirring, until the vegetables are soft and the slime has disappeared, 10 to 15 minutes. Add the ham and cook, stirring, for 2 minutes. Add the stock and bring to a simmer. Reduce the heat and cook, stirring, until thick and fragrant, about 8 minutes. Remove from the heat and adjust the seasoning, to taste.
In a shallow bowl, combine the Essence with the file powder. Dip the shrimp in the spice mixture to coat lightly on both sides.
In a large skillet, heat the oil over medium-high heat. Add the shrimp in batches as necessary and cook, turning, until opaque and pink, and just cooked through and tender, 3 to 4 minutes.
Arrange the shrimp in the center of 4 plates. Spoon the okra mixture around the shrimp and garnish each serving with parsley and green onions. Serve immediately.
Yield: 4 servings