To prepare sauce, heat oil over medium heat in a medium saucepan. Add onion and sauté for 2 minutes. Add pepper, balsamic vinegar, wine, broth and rosemary. Bring to a boil and then simmer until liquid is reduced by one-half. Stir in mushrooms and mustard. Cook for 5 – 6 minutes. Stir in cornstarch mixture and stir until sauce is thickened. If sauce gets too thick, add a little more wine or broth. If it’s too thin, add a little more of the cornstarch and cold water mixture.