Mix the cornstarch with the vegetable broth in a measuring cup and set aside.
In a small saucepan over medium heat, saute the garlic and thyme in the olive oil for about 4 minutes. Add the vegetable broth mixture, mustard, lemon juice, and capers. Stir often, using a whisk. Once the sauce is bubbling, lower the heat to low and simmer for about 3 minutes. The sauce should be on the thick side.
Let cool a bit before serving; this sauce tastes great just above room temperature.