I've been making roux routinely in the following fashion for several years.

4 TB all purposes flour or whatever you want

4 TB extra virgin olive oil - same as flour

Place into small pyrex bowl with steep sizes, 2.5" by 2.5" or so. In 1000
watt microwave cook 3 1/2 minutes at #3 power level. It's VERY important to
cook at a low power level. Oil absorbs microwave energy more than other
ingredients.

Remove: The roux will be light brown and drier than what you'd expect. The
flour will be cooked, and that's what you want. If you want a brown roux mix
it up, put it back and repeat. One cooking is fine for any white sauce, or
even a brown sauce.

This works better a butter based roux because there isn't the 18% water
component that there is in butter. Your sauce is smoother and glistens more
than with traditional butter-based roux. And it's healthier.

I haven't seen this in a cookbook. I keep roux in the refrigerator all the
time, ready to use anytime. You end up with a much nicer smoother sauce.

Kent