fats (oil from roasting, dairy, meat [?] ) can be used in sauces or whatever if done correctly! dairy is often a component in wing sauces, some veggies are roasted with oil, not sure how meats would fit into the equation... but most home made sauces don't contain those risky ingredients.
Anything with meat or meat fats should be pressure canned, PERIOD! Unless you are a fully licensed BPCS certified processor, pressure canning is the only way to do anything with meat or meat fats.
Even sauces with dairy are high risk. If someone wanted to home can a sauce containing dairy, I'd strongly suggest pressure canning that also.
By far the majority of homemade sauces don't contain those risk factors.
edit- I'm assuming we're talking about making shelf stable (unrefrigerated while sealed) bottled products. If the sauce is to be refrigerated from the start, that's a little different.