I tried the oven method once. that was enough. It came out fine, but close to two hours.
I can do a chocolate roux in a cast iron DO on the cooktop in 20 minutes, tops. It just take a little practice, and I mean a little. You ruin one dark roux, and you pretty quickly know how you did it -- just how a seasoned roux maker told you how to ruin it, but you didn't listen.
Do your mise en place, then concentrate.
“People say nothing is impossible, but I do nothing every day.” Winnie-the-Pooh