In a small bowl, mix together the rum, lime juice, coconut palm sugar, cinnamon, ginger, nutmeg, and cloves. Place shrimp and rum mixture in resealable plastic bag or in covered bowl and refrigerate for at least 2 hours.
Remove the shrimp from the marinade and reduce rum sauce down to a syrup consistency.
Heat MAZOLA® CORN OIL in a large skillet on medium-high. Place shrimp and mango in pan and cook until blackened in spots and shrimp are opaque throughout, 3 to 4 minutes. Cover with rum glaze and saute for another 2-3 minutes, tossing/stirring shrimp and mangos in pan until evenly coated.