Heat oil in a large skillet. Add garlic, shallots and crushed red pepper. Cook until caramelized and lightly colored. Pour in corn syrup, vinegar, apple juice, lime zest, lime juice, thyme and bay leaf. Bring to a boil and cook until sauce is reduced to thick syrup, about 20 minutes.
Remove from heat, strain through sieve. Cool.
Grill shrimp over medium heat, brushing with glaze the last 1 to 2 minutes of cooking. Serve with remaining glaze and cilantro and mango, if desired.