I wish I had the recipe right in front of me to just copy and paste, but Sunset magazine (I think one or two Thanksgivings ago) had a vegetarian gravy that used 1/4 cup olive and 1/4 cup to make the roux (heat in a pan over medium heat, let the flour cook for a few minutes without browning it too much. This then, with the addition of 2 cups of vegetarian broth (I use Swansons if I'm in a hurry), added all at once and then whisked to get the lumps out makes a great silky gravy. I still like to simmer the gravy for a little while to get to raw flour taste all out. Salt and Pepper to taste.
Hope this works for you.

Vegetarian Gravy

Heat 1/4 cup oil in saucepan.
Add and cook over low heat---1/4 cup flour.
After a few minutes add herbs, about 1/2 tsp. each (I usually use rosemary, thyme, marjoram & basil)
Cook a few minutes longer.
Add vegetable broth---a little at a time, until the consistency is what you want.(1 1/2 cups-2 cups)
Season with tamari (or soy sauce) to taste.
Makes about 2 cups

I make Vegetarian gravy for my SIL to go with his Quorn turkey roast (Quirky). I use vegetable broth, easily found in the soup section of grocery store. Since he's not a vegan, I use butter to make the roux. It's very good.

Franco-American canned mushroom gravy is vegan. Also, it's delicious . Some of the dry mixes are also vegan by accident I think, but vegan all the same. Also, there are several brands of gravy mix that are (intentionally) vegan or vegetarian. Whole Foods, Lowes Foods, and Earth Fare carry those. Sorry, can't think of the brand names tho. Check out the I Can't Believe it's Vegan website, you'll be very surprised as some of the "accidental" vegan items listed.

Here is a link that might be useful: I Can't Believe It's Vegan

I have found this bean gravy to be quite good. I used 1 1/2 cups of pinto beans I cooked from dried instead of white northern beans and it was great. I also used Worcestershire sauce (which has anchovies) instead of vegetable broth. Hopefully, you can see that it is something you can be creative with. (I also tried using Lentils and it was edible but not very good.)
I found another version (which I haven't tried) so I've included a link at the end.

from: www.simpleliving.net food forum -
contributor: sagewoman

Bean Gravy

1 LB can Great Northern Beans rinsed and drained
1 tsp vegetable broth mix
1 tsp finely chopped onion
3/4 c water
1/8 tsp pepper
1/16 tsp garlic powder
1/2 c nutritional yeast

Combine in blender and blend 'til smooth.
Heat 'til bubbly

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Another version:
http://www.veganchef.com/soypatties.htm

I just had this bean gravy for supper over steamed potatoes and mushrooms, it was very very good. I used lima beans (cooked from dried beans) this time and they were the best yet. You can up the spices if you like a lot of seasoning. I increased garlic and increased minced onion (I used 1 green onion which was about 2 tablespoons.) I continue to use Worcestershire sauce instead of the veggie broth mix. I don't like mixes as a rule unless I find something I can't do without. I haven't yet found a veggie broth pre-packaged or canned that is that great.

If you are strict vegetarian, you might consider A-1 steak sauce.

My next test of this recipe will be to see if it freezes well. I suspect the beans will freeze though might need to add a little more water after defrost. I just don't know how the nutritional yeast will freeze.

--Alice