I want to use MMF or fondant in a candy mold. What will keep it from sticking? Cornstarch & sugar don't seem to be enough.

I think I read that shortening would work but that seems messy.

I tried it with spray Pam and it worked...are there any down sides to this method? Will it break down or taste weird later?

I would go with a dab of shortening, very little though. With the Pam, you might get a bit of discolouration but if this hasn't been happening and you are not getting a bit of grease beading effect, I would guess it is ok.
I have been told that you are not supposed to grease the candy molds because you are also not supposed to wash them with soap. Apparently soap will dry out the molds eventually and cause them to crack or not work as well. But I have been doing this for several years with no apparent damage to my molds, I do rinse them very well and allow them to completely dry before putting them away.
Hugs Squirrelly

Thanks Squirrelly Cakes! You always have the answer!