Yes, Ideally the nuts should be big ones. Cajus come in many colors, shapes, and sizes. The nuts (castanhas) are small or large. It depends of the variety. In Brazil, we call the fruit, caju and the nut, castanha. First we put the nuts (castanhas) to dry in the sun. When they are very dry, the color is kind of brown. It takes several days for them to become nice and dry. Be careful when you roast the nuts, they release a very toxic oil that may burn your skin. As a child, I used to make a bonfire to roast the nuts. I made holes on the lid of a large can (like a metal cooking sheet with small holes all over). The holes help the fire reach the nuts. You roast the nuts until they are charred black. Let them cool and crack them open using a small stone or a small hammer. It is a very messy process, but it was a lot of fun. The flavor of a freshly roasted castanha is outstanding! Delicious! Good luck and have fun! Be careful!

I have never done it but would not hesitate. Plain, unsalted, organic.... why not?

Unlike mangos, cashews flower very early. I've seen trees about waist height with flowers. Processing the cashew nuts is very labour intensive. That's why most of it is done in India and China. Elsewhere production is too costly and can't compete. There are a number of cashew plantations in Australia and there was talk of sending the fruit to India to be processed there. Not sure how they ended up, all that handling and transport would also send the cost of production up.

Oh, I didn't read the recipe so didn't know it was for thickening, not for texture! Thanks, Plllog. I agree that coconut milk or cream would work best. I always just keep some on hand; it's shelf stable for a long time and I use even if outdated. Since it has low fat yogurt, you could also just use full fat and/or Greek style, which is thicker. If you want to try cream, I'd start with a couple of tablespoons, maybe stirred into the yogurt so it doesn't curdle in the hot sauce. I wouldn't add it where it calls for the cashews to be added in the recipe.