We like katsu curry as well. I use this recipe:
Katsu Curry Sauce
1 onion, chopped
1 tbs vegetable oil
1 tbs plain flour
2 tsp curry powder
1 tbs brown sugar
1 tbs soy sauce
1 pint stock, chicken or vegetable
Fry onion and cook slowly for about 10 minutes. Add curry powder and flour and cook for a minute. Slowly add the stock and stir to avoid lumps. Add the sugar and soy sauce. Simmer for about 20 minutes. Blitz with a stick blender.