In a heavy-bottomed pan over medium-high heat, add 1 turn of the pan of EVOO and brown the chicken, about 2 minutes per side. Add some salt, ground black pepper, paprika, cayenne, thyme and andouille. Cook until all the meat is brown and cooked through, about 7-8 minutes. Remove from the pan with a slotted spoon and reserve on a plate.
In the pan the meat was just cooked in, add the bell pepper, celery, onion and garlic. Cook until tender, about 5 minutes. Add in the okra (if using) and cook another 3 minutes.