I have recently become obsessed with the idea, preparation, and incorporation of Roux's. However, while making one the other day, I suffered the most agonizing, excruciating pain of my life! OUCH! One tiny molecule of that hot oil and flour splashed up onto my skin and it was like the positive and negative ends of the World's Most Powerful Battery met. It stuck to my skin like a leech and burned a scar into my skin, and a memory into my conscious! That is some kind of pain...
Moral of the story: Treat stirring your Roux like an eggshell being carried across a football field of hot coals without breaking it! If you don't, you will burn baby, burn!