Heat the oil in a large Dutch oven or heavy-based pot. Add the sausage and brown on both sides, about 3 to 4 minutes. Add the onion, peppers, and celery and season them with salt and pepper. Cook for 5 to 6 minutes until they start to soften and then stir in the garlic and tomato paste. Cook for another 2 minutes, and then add the bay leaf, thyme, oregano, and cayenne. Stir in the tomatoes, rice, and chicken broth.