If using bamboo skewers, soak them in water for at least 30 minutes to prevent burning.
In a medium bowl, whisk 3 tablespoons olive oil with 2 tablespoons Thai red curry paste, 1 tablespoon curry powder, 1/2 teaspoon cayenne, minced garlic, 1 teaspoon grated ginger, 1/4 teaspoon salt, and 1/2 teaspoon pepper.
Add the chicken pieces to the curry mixture and toss to coat; set aside to marinate while you prepare the zucchini and rice.
Brush zucchini slices on both sides with the remaining olive oil and season lightly with salt and pepper; set aside.
Preheat the grill or grill pan to medium-high heat.
Make the fried rice: heat a large skillet over medium-high heat and dry-toast the cashews until lightly browned, about 3–5 minutes; transfer to a plate.
Add 1 tablespoon coconut oil to the skillet, add the chopped red pepper, and cook 3–5 minutes until seared. Add the 1/2 teaspoon grated ginger and crushed red pepper, toss 30 seconds, then transfer the vegetables to the plate with the cashews.
Add another tablespoon coconut oil to the pan and pour in the beaten eggs; season with salt and pepper and stir constantly until almost set but still moist, then transfer to a bowl and break into pieces.
Add the final tablespoon coconut oil and half the rice to the pan, toss to coat, then add the remaining rice and cook, tossing, until heated through, about 3 minutes.
Stir in 2 tablespoons soy sauce, 1 tablespoon Sriracha, and 1 teaspoon Thai red curry paste; cook 2–3 minutes until the rice develops a bit of color.
Add the cooked vegetables, toasted cashews, mango, and scrambled egg to the rice and toss just until warmed through; keep warm while you grill.
Thread the marinated chicken onto skewers (or cook directly in foil or on the grill surface) and grill 3–4 minutes per side, flipping 2–3 times, until cooked through and lightly charred.
While the chicken cooks, grill the zucchini slices about 4 minutes per side, until tender and marked.
Remove chicken and zucchini from the grill. Spread softened goat cheese along one side of each zucchini slice, place a piece of cooked chicken at one end on top of the cheese, then roll up and place seam-side down. Repeat with remaining slices.
Serve the mango cashew fried rice in bowls and top each with 3–4 warm zucchini-chicken rolls; garnish with cilantro and extra cashews.