Short answer: Mix cornstarch with cool water into a smooth slurry, stir it again immediately before use, then add it gradually to simmering sauce while stirring. Give it time to activate before adding more.
Never pour dry cornstarch directly into hot sauce; it clumps. A common starting point is equal volumes of starch and cool water, but the amount needed depends on sauce volume and desired texture. Cornstarch loses some thickening power with prolonged cooking and strong acidity.