First, keep in mind that any sauce thickened with cornstarch will thicken a bit as it cools. If it cools and still isn't as thick as you want it, dissolve a tsp of cornstarch in a tablespoon of water and set aside. Warm the sauce back up, give the cornstarch slurry a fresh stir, and stir it into the sauce. Allow to simmer for a few minutes. The heat is what activates the mixture to thicken.