To make the sauce, preheat a grill or broiler. Peel the onions and cut into thick wedges. Brush onions, mangos, poblano or Serrano and red peppers, and scallions lightly with olive oil, then grill over a preheated charcoal grill, gas or electric grill. Alternatively, place on a shallow heatproof pan and broil. Cook the vegetables, turning occasionally, until lightly charred.