The sauce will thicken a little bit as it cools down. But if you need to thicken it, or if you are thickening a gluten-free curry sauce, the best way is to use cornstarch (called cornflour in the UK). Combine a tablespoon of cornstarch with two tablespoons of water into a smooth slurry in a small bowl or cup. While you stir the simmering sauce, add small amounts of the slurry while stirring the sauce and check the consistency of the sauce after a few seconds. Add more slurry as needed.