To make coconut pudding, combine coconut milk, condensed milk, and salt in a saucepan. Heat over medium heat. In a small bowl, combine cornstarch and water, and slowly add to the coconut milk mixture. Stir constantly using a whisk until thick. Remove from heat and transfer to a glass cup or container of your choice.
To make mango pudding, combine frozen mangoes and water in a blender and mix until liquid. Transfer to a saucepan, and add sugar and salt. Heat over medium heat. In a small bowl, combine the cornstarch and water and add mixture slowly into saucepan. Stir mango mixture constantly until thick. Remove from heat, and gently add pudding on top of the coconut pudding layer.
Let the pudding cups chill at room temperature for 5 minutes, then refrigerate for at least one hour before serving.