In a large saucepan, combine whole milk, rice, vanilla bean and sugar; bring to a boil. Once cool to the touch, remove vanilla bean and fold in diced mango.
Simmer over moderate heat, stirring frequently, until rice is tender and suspended in a thick, creamy sauce, about 30 minutes.
Stir in coconut milk and simmer, stirring occasionally, until rice is very tender and the liquid is thickened, about 10 minutes.
Let cool slightly.
Once cool to the touch, remove vanilla bean and fold in diced mango.
Source: Tao Asian Bistro, Las Vegas