For baked mangoes, peel the mango, remove the pit and cut into wedges. Mix rum, vanilla sugar and granulated sugar and let the mangos steep for 1/2 hour.
For the dough, mix flour, wine, yolks and salt. Beat egg whites until stiff and add sugar.
Fold the beaten egg whites into the yolk mixture. Heat fat, pull mangoes through wine batter and bake out.
Drain the baked mangos on a paper towel, arrange on dessert plates and sprinkle with powdered sugar.