If you end in NBO you can use the Kenya exception to the double-Europe-entry rule. Figuring in the cost to get to MRU, Kenya might be an acceptable alternative to a Mauritius origination; around US$500 more than MRU for an AONE5.

Getting to MRU to start a trip obviously depends on where you're coming from, but e.g. from CMB is about USD750 on EK in biz. EK will take you to NBO instead for $500 (in J).

Getting back out of MRU at the end of the trip, assuming you don't plan to start another from there, isn't much more than from NBO - cheapest coach on a reputable carrier to LHR is about $100 more than NBO. For a one-way in biz, MRU is cheaper because MS serves the route.

I hope the people who are worrying about two passes through Europe haven't missed the posts that assert that an ex-Africa OWE can end anywhere in Africa, so HKG-JNB should do it. And Comair service JNB-MRU keeps being mentioned as starting Real Soon Now.

Another alternative is from HKG: Air Mauritius one-way in J is US$706 incl taxes currently (or US$979 incl. in F)

According to
http://mauritius-airport.intnet.mu/main/arrivals.htm
and
http://mauritius-airport.intnet.mu/main/departures.htm
there was a Comair flight between JNB and MRU every Sat and Sun throughout April up to May 7, 06.
Does anyone know if these flights happened? The Comair web site at www.comair.co.za has been down for weeks and, true to form, BA are absolutely no help.

If so, it's been a closely guarded secret. Since I heard the rumor a few weeks ago, I've looked at ExpertFlyer, ba.com, and the Cathay trip planner with zip for results. Comair service still gets mentioned in the Mauritius airport stuff (for June and subsequent) but probably is still a gleam in someone's eye.

In this thread I speculated that they were test flights, since there were no flight nos. on the ones mentioned on the MRU website.