Cut cheeks from mangoes. Discard stones. Cut 3 vertical lines and 3 horizontal lines in each mango cheek, without cutting all the way through.
To make the sauce, place all the ingredients into a small saucepan and cook over a low heat until the sugar has dissolved, stirring constantly. Increase the heat to medium and cook for a further 5 minutes, stirring constantly, or until the sauce thickens. Remove the ginger slices and kaffir lime leaf.
Heat a char-grill on a medium heat. Sprinkle the palm sugar over the flesh of each fruit. Place the fruit flesh side down on grill and cook, turning once to create a cross effect, for 3-5 minutes or until the flesh is caramelized.
Place the grilled fruit onto a large serving plate and drizzle over the coconut ginger sauce and sprinkle with shredded coconut and macadamias.