Add coconut milk to a small saucepan, sprinkle gelatine powder over the room temperature milk and allow to bloom for 5 - 10 minutes.
In the meantime, prepare the mangos by peeling, pitting, dicing and pureeing in a food processor. Run the puree through a mesh sieve to get rid of any fibrous part. Add this to a mixing bowl or a large measuring cup (using something with a spout will help with pouring later).
Add sugar and salt to the mango puree and whisk until well combined. Set aside.
Once all the gelatine has been hydrated, bring the coconut milk mixture to a boil over medium heat and make sure all the gelatine dissolves completely.
Strain the coconut milk and gelatine mixture through a mesh sieve directly into the mango puree mixture. (You can use the same mesh sieve used earlier for the mango puree.) Stir until combined and smooth. Add vanilla extract and stir again to combine.
Pour the mango pudding mixture into the baking pan over the baked macadamia nut shortbread crust. Refrigerate uncovered until set, about 2 - 3 hours.
When ready to serve, loosen the sides and lift the whole thing out of the baking pan using the excess parchment paper as handles. Cut into squares. Keep refrigerated.