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Keep it over low heat to thicken.
Your gravy is done when it coats a spoon and comes off in drips not a steady, thin stream. This could take around 10-15 minutes. Stir it regularly so it doesn't film over, the bottom doesn't overheat, and the air and heat circulate evenly. It will take a while, so be patient. It's not done yet! Don't be alarmed if it still seems like it's in the works, because it is!