Make the mango sauce: Preheat a grill or grill pan to high. Grill tomatoes on all sides until charred.
In medium saucepan, combine tomatoes with remaining sauce ingredients. Bring to simmer over low heat and cook until thickened, about 15 minutes. Transfer to a blender and puree until smooth.
Make the mahi-mahi: Coat fish with oil and season with salt and pepper. Oil grill grids or pan, and grill fish on one side for 3 minutes, or until lightly browned. Turn, baste with mango sauce, cook for 2 to 3 minutes, or until opaque throughout. Brush fillets with remaining sauce and serve.