Mrrzy, I think I remember an American -- perhaps Cajun? -- recipe calling for dry (or dark) roux, but I have never used it myself. Toasted flour would not clump the way the raw article does when added to hot liquid, but its flavour would be comparatively strong.

However ... I would not like the job of toasting dry flour even in a very low oven. It would take very close watching, and some of it would scorch anyhow. On the whole, the whole idea strikes me as something to do only if flour is the only potential thickener you have and even bacon fat is pretty scarce.