I just made this dish yesterday (Romano's Macaroni Grill Penne Rustica) but my ingredients and amounts for the Gratinata Sauce are different. It thickened beautifully. There are some differences in amounts and more ingredients. You do not need to reduce this sauce, because of the cornstarch.

FOR THE GRATINATA SAUCE:
3 Tbsp butter
2 Tbsp minced garlic
1/4 cup Marsala Wine
2 cups heavy cream
1 cup fresh grated Parmesan
1/2 cup chicken broth
1/2 cup milk
1 Tbsp Dijon Mustard
1 Tbsp cornstarch
1 to 2 tsp chopped rosemary
1/2 tsp salt
1/4 tsp cayenne pepper

TO PREPARE THE GRATINATA SAUCE:
Melt butter, sweat garlic, do not brown the garlic. About 4 minutes.

Add wine, cook another 4-5 minutes.

Add all other ingredients and whisk to smooth out the cornstarch. Simmer 10-12 minutes, stirring pretty much continually.

TO PREPARE THE PENNE RUSTICA:
Preheat oven to 475 degrees F.

I cook penne, drain and pour into a 9x13-inch glass baking dish. Layer meat (see previous recipe) over the top and pour sauce over entire thing.

Bake at 475 degrees F until top begins to brown. Incredible.