Preheat oven to 180°C fan forced. Combine the rice, sugar, milk, coconut milk, water, lime leaves and vanilla in a large (12-cup capacity), greased ovenproof dish. Mix well and cover tightly with greased foil. Cook for 1 hour and 40 minutes, stirring every 20 minutes, or until the rice is tender. Remove from the oven and stand covered for 30 minutes. Refrigerate, covered overnight, or until cold. Remove the kaffir lime leaves.
Preheat greased chargrill or barbecue grill on high. Cut the cheeks off the mangoes. Press 2 teaspoons of palm sugar onto each mango cheek. Chargrill the mango, cut side down for 3 minutes or until light charred. Remove to board and stand for 5 minutes. Using a large spoon, scoop out the flesh and cut cheeks in half.
Serve rice topped with mango and a squeeze of lime.