There are a few ways to thicken the sauce. 1. Simmer the sauce over low to medium heat, allowing the coconut milk to reduce. As the liquid evaporates, the sauce will naturally thicken. 2. Mix 1-2 tablespoons of cornstarch with an equal amount of cold water to create a slurry. Stir the slurry into the sauce while it's simmering. Continue cooking and stirring until the sauce reaches the desired thickness. 3. If you have coconut cream available, adding a small amount can thicken the sauce. Coconut cream has a higher fat content than coconut milk and contributes to a creamier consistency.