Preheat oven to 375 degree F. Thaw salmon, if frozen. Rinse salmon; pat dry. Cut into 4 pieces, if necessary. Sprinkle lightly with salt and pepper; set aside. Prepare Mango-Curry Mayonnaise.
In a skillet cook onion in hot oil over medium-high heat about 3 minutes. Stir in mango, walnuts, 1 teaspoon salt, and 1/2 teaspoon pepper. Set aside.
Unfold phyllo; cover with plastic wrap, then a damp towel. Lay 1 sheet of phyllo dough flat on a work surface. With short side facing you, brush phyllo dough with some melted butter. Add 2 more sheets, brushing each with butter. Spoon 1/4 cup of the mango mixture in the middle of dough about 4 inches from bottom edge. Place a salmon piece on top of the mango mixture so that a long side of salmon is parallel to the bottom edge. Fold bottom edge of phyllo over the salmon. Fold long sides in. Roll up from bottom. Place seam side down in a greased 15x10x1-inch baking pan. Brush top with butter. Repeat with remaining phyllo, butter, filling, and salmon.