In a large saucepan, combine the olive oil and flour. Stirring constantly cook for about 10 minutes for a blond roux. Stir in the onions and cook for about 10 minutes or until the onions are golden. Add the andouille, shallots, garlic, leeks, bay leaves, and thyme. Season with salt, pepper, and cayenne. Stir in the broth and bring the liquid up to a boil and reduce to a simmer. Simmer the soup for about 1 hour. Skim the soup occasionally to remove any fat that rises to the top. Remove the bay leaves. Stir in the grated cheese and green onions. Ladle the soup in a shallow bowl. Garnish the soup with the croutons, cheese, and parsley.