Bake at 475° for 20 minutes or until peppers look blistered, turning once.
Place peppers in a heavy-duty zip-top plastic bag; seal, and let stand 10 minutes to loosen skins. Peel peppers; remove and discard seeds. Slice peppers.
Bring peppers, onion, wine, and 1/2 cup water to a boil in a heavy saucepan over high heat; boil 10 minutes or until liquid is reduced to 3 tablespoons. Stir in whipping cream; simmer, stirring often, 10 minutes or until thickened. Cool slightly.
Process red pepper mixture, mango, and remaining ingredients in a blender until smooth, stopping to scrape down sides.