The problem with many teriyaki sauces, especially the store-bought variety, is that these sauces tend to be too thin for certain uses. While this thin viscosity is good for applications like marinades, loose sauces tend to make poor finishing sauces and glazes. However, there are a number of methods to increase the viscosity using sauce thickeners. Cornstarch is a popular thickener for many Asian dressings like teriyaki sauce, however, you also have other options.
Use an Alternative Starch
Arrowroot and other alternative starches, including tapioca starch and potato starch, are also easy-to-use, starch-based thickeners. Each has its own advantages. Arrowroot can stand up to longer cooking and higher degrees of heat, for example, works fine with acidic sauces and it has a more neutral taste than cornstarch. On the downside, alternative starches are usually costlier than cheap, widely available cornstarch. Like cornstarch, you should mix the alternative starches with cold water to make a slurry before adding it to a sauce.
Xanthan gum belongs to a class of thickeners called “hydrocolloids.” Hydrocolloids work by controlling the structure of water. The molecular structure of these substances increase the viscosity and thickness of liquids. One of the easiest hydrocolloids to use is xanthan gum — you only need a small amount to thicken a sauce, and it works as a thickener in either warm or cold liquids. To effectively incorporate xanthan gum into your sauce, add it utilizing a blender or mixer. You can also incorporate it using a hand whisk, however, this method is trickier because of the rapid rate at which xanthan gum thickens. You'll need a very accurate scale to get the amount right, otherwise you risk an over-thickened and gummy sauce.
Roux and Beurre Manié
A roux is a traditional thickener in French cooking. Essentially a cooked combination of flour and a fat — typically butter — a roux can range in color from blonde to dark brown or chocolate. The color comes from toasting the flour in butter and longer cooking times and more heat result in a darker roux. A white roux has a very subtle, almost pasty taste, while a darker roux has a more assertive and nutty taste. For teriyaki sauce — given the aggressive, salty, and umami flavors — a brown or dark brown roux works best, adding a nice depth of flavor to the sauce. Beurre manié is uncooked butter and flour kneaded together. If your sauce is already hot, you can thicken it by pinching off pieces of the cold butter mixture and whisking them into the sauce, where they'll dissolve and thicken it.
Butter is classically used as a sauce thickener in a number of French sauces like Bordelaise. The technique involved is called “mounting” with butter. It's a trickier technique, using the butter to emulsify the sauce. To mount with butter, you have to slowly add small amounts of chilled butter to a finished, unthickened, slightly cooled down, but still warm, sauce. The trick in getting this technique to work properly is getting the heat just right. The sauce needs to be warm enough to melt the butter, but not so warm as to allow it to separate. If the butter separates or breaks, it loses its ability to thicken the sauce, and you end up with just buttery grease and milk solids in the sauce.