heat up a little bit of olive oil with chopped onions. (almost all portuguese recipes start like this).
when onions are golden add tomatoes (many) add 2 bay leaves, beer, one chili pepper (chopped for extra spicyness), a little meat or sausage for meat flavour, a knorr thingy (either chicken or beef according to what your cooking in the sandwich), and a little smell of a strong drink like whiskey, brandy, port or one you would think would fit. all sauce recipes are a bit different, because some people like different flavours, stronger or less strong, spicy or not so spicy. some like to add a little bit of seafood sauce, wich gives a slightly different taste but works fine for some people (im one of them) :P you have to look out for it not to be to liquid. thats where you could add the cornstarsh to mke it thicker. This provides a quick fix for not getting it right i suppose in terms of thickness.