To make the sauce, blend the coconut milk, cilantro, lime juice, ginger, garlic, and agave nectar in a blender until smooth; set aside.
Heat the peanut oil in a wok or large skillet over medium-high heat. Cook the onion, bell pepper, and carrot in the hot oil until the carrot is tender, about 10 minutes. Add the adzuki beans and mango; cook and stir until the mango is hot. Pour the sauce overtop to serve.