Preheat oven to 350 degrees F (175 degrees C).
Heat canola oil in a large pan over medium heat; cook and stir onion, bell pepper, mushrooms, celery, and garlic until onion is tender and translucent, about 5 minutes. Add tomatoes, vegetarian hot dogs, vegetarian fried chicken, vegetarian chicken broth, brown rice, oregano, parsley, Cajun seasoning, cayenne pepper, and thyme. Cook and stir until boiling, about 10 minutes. Transfer mixture to a large baking dish.
Bake in preheated oven until rice is tender, about 1 hour.
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