Cut a pocket in each chicken breast half, cutting to, but not through, remaining side. Place a mango slice in each pocket, and secure with a wooden toothpick.
Dip chicken in egg; dredge in coconut. Brown chicken in 1/2 cup butter in a large skillet. Remove chicken to an ungreased 11 x 7 x 1 1/2 inch baking dish. Bake uncovered at 350 degrees for 25 minutes or until chicken is done. Remove and discard toothpicks. Place chicken on a serving platter, set aside and keep warm.
Cook shallot and garlic in 3 tbsp butter in a saucepan over medium-high heat, stirring constantly, until tender.
Add 1 cup cubed mango, broth, wine, and curry powder. Bring to a boil. Reduce heat, and simmer, uncovered, 10 minutes.
Add coconut milk, salt, and pepper; cook 2 additional minutes.
Pour mango mixture into an electric blender, or process with a handheld blender. Blend until smooth. Pour mixture into a serving bowl. Stir in the remaining 1 cup of mango cubes. Serve mango mixture spooned over the chicken.