Preheat oven to 400°F. Lightly coat all the bones with oil and arrange in an even layer in a roasting pan. Roast, turning bones once or twice, until beginning to turn golden-brown, about 30 minutes.
Add the onion, carrot, and celery around bones and toss and continue roasting until bones and vegetables are nicely browned, about 30 minutes longer. Be careful not to let anything scorch.
Transfer to the stove top over medium heat and add 6 cups of water and deglaze the bottom of the pan, then add the rest of the ingredients. Bring to a boil, then reduce to a bare simmer and simmer for 8 hours or so, skimming off fat and adding a little water as needed until you have a rich stock.
Pour through a fine mesh strainer into a clean container and place into the fridge until the fat solidifies so you can scrape it off, then proceed. You can leave it overnight at this point.
In a large sauce pan, melt 1/4 cup of butter and whisk in 1/4 cup flour to make a roux. Continue whisking over medium heat until golden, then slowly whisk in 3 cups of the stock you made. Simmer until thickened, then set aside until ready to use.