Proper whipping and folding technique prevents most sauces from running. For the rest, there's gelatin. If you're building a cream filling with cream cheese, warm it in the microwave for about three seconds per cup before adding it to prevent from having to over-whip the other ingredients. Never whip sour cream or yogurt, as it causes them to thin out.
Adding the Gelatin
Sprinkle a pack of gelatin on top of a few tablespoons or milk or cream for every 2 cups of filling you want to thicken. Use a heatproof bowl. Set the bowl in a saucepan and add enough hot water to reach halfway up the sides. Heat the water over medium-low heat until the gelatin dissolves, about five minutes, then pour it in the cream filling. Mix the filling and chill it in the refrigerator until it sets, about two hours.
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