To prepare the syrup: Combine the water and the O&CO. Mango Condiment in a small saucepan and place over low heat. Add the sugar and simmer for about 5 minutes, or until slightly thickened. Remove from hear. Halve the vanilla bean and add to the syrup, along with the rum. Set aside to cool at room temperature. Peel the peaches and cut into small chunks and put aside.
To prepare the cream: In a mixing bowl, beat the egg yolks with the powdered sugar until the mixture is pale yellow and fluffy. Add the mascarpone and whisk until the mixture is smooth. Beat the egg whites to stiff peaks and gently fold into the mascarpone mixture.
Dip each lady finger briefly into the cold syrup. Line your serving dish (or individual dishes) with the lady fingers. Spoon the cream into the center and top with the peaches. Drizzle remaining syrup over the peaches. Refrigerate for 20 minutes before serving.