Add 1 teaspoon of olive oil to a large saucepan over medium heat. Sauté the yellow onions, bell pepper, celery, and garlic for approximately 5 minutes (or until the onions are soft and translucent).
Add the tomato sauce, Cajun seasoning, cayenne pepper powder, bay leaf, and lemon zest to the vegetables and stir to combine.
Lower the heat to low and simmer the sauce for 10 to 15 minutes.
Remove the sauce from the heat and remove the bay leaf. Add salt and pepper to taste (and any additional Cajun seasoning/cayenne pepper to taste), then serve the sauce immediately.