Combine olive oil in a bowl with next 6 ingredients. Add meat, cover and marinate for 2 to 3 hours. Remove meat from marinade, and pat dry with paper towels.
Peel and seed mango, and cut into strips, about the same size as the venison. Slice around the outside of the jalapeno peppers, removing the outside green part and leaving the inside seeds, ribs and stem intact. Discard seed and stem centers. Each unseeded pepper will yield 4 to 5 slices, about 3/4 inch wide
Lay prosciutto on a flat surface. Starting at the end of each slice, place a piece of mango, a slice of jalapeno pepper and a piece of marinated venison across the prosciutto. Wrap snugly, and secure with a skewer. Grill or broil until prosciutto is just a tad crispy and meat is medium-rare.