Place top oven rack in the center position and pre-heat oven to 400°F. Line a large, rimmed baking sheet with aluminum foil or a Silpat™ baking sheet. Set aside.
Add the mahi-mahi to the sheet pan and drizzle one tablespoon of olive oil on top. Use a pastry brush to spread the oil evenly over the surface of the fillets. Sprinkle with salt and black pepper, to taste.
Arrange the diced mango on the same baking sheet in a single layer without overcrowding.
Add the red onion wedges and drizzle with the remaining olive oil. Spread the oil with a pastry brush until the onion is completely coated. Top the fillets and the onion with most of the fresh thyme leaves and season with salt and black pepper, to taste.
Place the baking sheet in the pre-heated oven for 18-20 minutes, or until the mahi-mahi is cooked through and flakes easily with a fork. Remove from oven and transfer to a plate. Set aside and keep warm.
Transfer the roasted mango to a blender or food processor and place the onions back in the oven to roast for several more minutes while you prepare the mango sauce.
Add the fresh lemon juice, chipotle powder, and few fresh thyme leaves to the blender or food processer with the roasted mango. Season with salt and black pepper, to taste, and pulse until smooth.
Remove the onions from the oven and divide between four serving plates. Top the onions with a baked mahi-mahi fillet and some of the roasted mango chipotle sauce. Garnish with sprigs of fresh thyme, if desired, and serve immediately with your choice of sides. Enjoy!