Thickeners
A thickener or liaison, adds body to a sauce.  Common thickeners are wheat-flour and pure starches.  When a starch is heated, it swells and absorbs moisture or gelatinizes, and thereby thickens the liquid.
Flour
Flour, made from wheat is a common thickener.  The gluten protein in flour gives it different properties when used as a thickener when compared to pure starches, those lacking protein like cornstarch and arrowroot.  When wheat flour is used as a thickener, the protein in the flour gives the sauce a matte finish and will make an otherwise clear liquid, opaque.  Protein in flour can also bind excess fat in a jus and make for indigestible sauce. Wheat flours with lower protein content (and higher starch content) like pastry and cake flour are optimal choices when using flour to thicken a sauce or soup.  All-purpose flour may also be used. High-protein bread flour would be a less than optimal choice.
Roux is made by cooking a mixture of equal parts of fat and flour.  Cooking the roux coats the flour in fat.  This helps the flour to dissolve completely and helps to keep it from forming lumps when added to the liquid.
Beurre Manié is an uncooked roux.
Pregelantinized or instant flour, commonly known as Wondra flour is a low-protein flour that as been cooked and dried. Â It can be adde directly to a liquid to use as a thickener. Â Its low-protein content can also be used in some baking applications or as a very light and tender breading for fish or chicken.
Pure Starches
Cornstarch
Cornstarch or corn flour, unlike roux, is used to thicken hot or cold dishes.  Cornstarch also has twice the thickening potential of flour so less needs to used.  Since fat isn’t used either, a cornstarch-thickened liquid is less expensive than a roux and saves on the added fat and calories of a roux. Cornstarch however is not a heat stable thickener.  Cornstarch should be add at the end of cooking and a cornstarch-thickened soup or sauce should not be held for long periods of time or reheated.
To use cornstarch as a thickener, it must first be mixed with water to form a slurry. Â Equal parts water and cornstarch are added to make a slurry and the the slurry is then whisked into the hot or cold liquid. Â The liquid must then be brought to a boil and then simmered for at least 5 minutes to fully activate the starch and remove any raw taste.
Arrowroot
Arrowroot is a thickener derived from the arrowroot plant.  It is used just like cornstarch but is a little more heat stable. Arrowroot is flavorless and will produce a clearer sauce than cornstarch.  It is also more expensive than cornstarch.
Non-Starch Thickeners
Liaison is a mixture of egg yolks and heavy cream used to thicken a sauce without a starch. A liaison is commonly used in cream or milk-based sauces like custards. It is made by combining 1 egg yolk to 3 parts cream.  Once the liquid is heated, add small amount of the liquid to the liaison to temper it and then slowly whisk it back into the the liquid. As with any custard, the temperature of the a liaison-thickened liquid should not exceed 185˚F
The word liaison may also refer to any thickener.
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