To prepare the mangoes, remove the mango peel using a vegetable peeler. Stand the peeled mango upright and slice off one side, keeping the knife close to the center pit. Repeat on the opposite side, creating two halves of fruit. Continue peeling and cutting mangoes until there are eight large pieces of fruit.
Place two skewers into each fruit for stabilization and set on a baking sheet. Drizzle with oil and lime juice, turning and moving the fruit around to ensure they are evenly coated. Sprinkle with salt, cayenne pepper, and chili powder.
Place the fruit over direct heat and grill until the mangoes are slightly charred, 8-12 minutes. Once the fruit has char marks, remove from the grill.