The peanut sauce, also called satay sauce, is widely available but making your own is more satisfying and will taste more authentic. Most commercial brands of satay sauce leave out shrimp paste, a fundamental ingredient, because it does not have a long shelf life. Ready-made satay sauce tends to be very thick as the ground nuts absorb some of the liquid over time. You can thin it by adding a little water or coconut milk, heating the sauce until lukewarm, and then stirring to make it smooth. When making satay sauce, it is better to buy unsalted peanuts that have been shelled and roasted and then grind them yourself at home. The simplest way to crush peanuts is to put them into freezer bags, one inside the other, and pound them with a rolling pin until fine.
** Asian Recipes