Heat 3 Tbsp vegetable oil in a large nonstick skillet over medium heat.
While heating, rub 3-4 Tbsp of the cajun seasoning on both sides of the chicken.
When the oil is hot, add the chicken to the skillet. Cook until browned and there is a little bit of crust from the seasoning, approximately 5-7 minutes.
Flip the chicken over and cook until there is a browned crust on the second side as well, approximately 3-5 minutes.
Remove the chicken from the pan and set aside.
To the same skillet, add an additional 2 Tbsp of vegetable oil.
When heated, add the onion and celery. Cook until translucent, approximately 2-3 minutes.
Add the garlic, bay leaf, brown rice, gumbo file, 1/2 Tbsp additional cajun seasoning, and red pepper. Stir to combine.
Add the stock, okra, and sausage coins. Stir to combine. Add the chicken back into the skillet.
Cover and cook until the chicken is cooked completely through and the rice is tender with most of the moisture absorbed. The exact time will depend on how dry your rice is, approximately 30 minutes. Add additional stock if necessary.
Serve the chicken warm on top of some rice.