Heat oil in a medium skillet over medium-high heat.
Add shallot and cook, stirring occasionally, until softened, about 1 minute.
Add wine, lemon zest and lemon juice; bring to a boil.
Cook, scraping up any browned bits from the bottom of the pan, until the liquid is reduced by about half, 2 to 3 minutes.
Add 1 cup broth, capers, parsley, salt and pepper.
Cook, stirring, until the sauce is reduced by about half, about 4 minutes.
Whisk the remaining 1 tablespoon broth with cornstarch in a small bowl.
While whisking, add the cornstarch slurry to the pan.
Cook, stirring constantly, until thickened, about 1 minute.
Remove from heat and stir in butter until melted.
