- With the rack in the middle position, preheat the oven to 190 °C (375 °F). Line a baking sheet with parchment paper.
- In a saucepan, bring the water, butter, sugar and salt to a boil. Remove from the heat. Add the flour at once and stir vigorously with a wooden spoon until the dough forms a smooth ball that pulls away from the walls of the pan.
- Put the pan over a low heat and cook, stirring the dough for about 2 minutes.
- Remove from the heat and let cool a few minutes. Add three eggs, one at a time, beating vigorously with a wooden spoon after each addition, until the dough is smooth.
- With a pastry bag fitted with a 1-cm (1/2-inch) round tip and filled with choux pastry, form about 28 balls of about 30 ml (2 tablespoons) of dough for each. Brush with the beaten egg.
- Bake until the pastry is golden brown, about 30 minutes. Turn the oven off and let dry for about 15 minutes with the door ajar. Set aside.
- In a small saucepan, brown the shallots in the oil. Add the mango, wine, and saffron. Bring to a boil and simmer for about 10 minutes or until it thickens. If necessary, crush the mango with the back of a fork or potato masher. Season with salt and pepper. Keep warm.
- Pat the shrimp dry with paper towels. In a large non-stick skillet over high heat, brown the shrimp with the pepper in the oil. Season with salt and pepper. Add the onions and garlic and cook for 1 minute. Add the wine and reduce for about 1 minute. Add the lime juice and half the herbs. Adjust the seasoning.
- Slice off the puff tops. Fill with the shrimp mixture and place in a serving dish. Sprinkle with the remaining herbs and serve with a bowl of mango compote. Serve as a hors d’oeuvre and let the guests dip in the compote themselves.