Pour watery sauce into a non-reactive oven proof vessel {lasagna pyrex, roasting pan, large skillet} and "bake it," at about 350F - 400F stirring it with a wooden spoon or heat-proof spatula every 10 minutes until it's at desired thickness.
I would just turn the heat up and cook the sauce until the extra water evaporates! Might take a few minutes longer than adding a thickener, but it would be the best way to avoid changing the flavor of the sauce. :)
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