Preheat the oven to 180 degrees C. Mix together the olive oil and flour in a saucepan over medium heat to make a roux. Cook, stirring constantly, for about 15 minutes or until dark. This may take longer.
Add the onion, garlic and celery to the roux, and cook until softened. Stir in stewed tomatoes and season with salt, pepper, thyme, basil, oregano and bay leaf. Mix until well blended and heated through. Lay fish fillets in the bottom of a baking dish large enough to hold them in a single layer. Pour the sauce over the fish.
Bake uncovered for 30 minutes in the preheated oven, or until fish is easily pierced with a fork. While cooking, baste occasionally with the sauce. Remove bay leaf and serve.