We refer “sauce” (pronounced So-su ソース) as a thicker version of Worcestershire sauce. So-su comes in three types: thin, medium-thick, and extra thick.
Thin sauce is called Usutah So-su (ウスターソース) and this is similar to Worcestershire sauce. The medium-thick sauce is called Chuno So-su (中濃ソース). Finally, the thick sauce is Tonkatsu So-su (とんかつソース) which is used for dishes like Tonkatsu. The major sauce brand in Japan is called Bulldog (see the picture above).
For Tonkatsu Sauce and Okonomi Sauce recipe, click here.