Don't miss the central foire de Mahébourg, near the waterfront. The initial focus was silks and other textiles, but these days you'll find a busy produce section, tacky bric-a-brac and steaming food stalls. It's the perfect place to try some local snacks – gâteaux piments (chilli cakes), dhal puri (lentil pancakes) and samousas (samosas) – usually dispensed from boxes on the backs of motorcycles. The market is open every day but doubles in size on Monday.
It doesn't take long to navigate the snaking rows of vendors, but it's well worth taking your time to explore every last corner.