Heat the olive oil over medium heat in a large saute pan. Once heated, add the onions and garlic and saute until the onions become translucent. Remove pan from the heat and carefully add cognac (the alcohol can flame up). Return the pan to the heat and let reduce for 2 minutes. Add mustards, pineapple juice, apple juice, brown sugar and honey. Season, to taste, with salt and pepper. Turn down heat to low and allow to reduce by 1/3, about 15 to 20 minutes. Set aside.
Preheat oven to 350 degrees F.
Slice ham diagonally approximately 1 1/2 to 2-inches deep. From left to right and then right to left, making diamonds on top of ham. In each point of a diamond, press in a clove. Place ham in roasting pan, on cooking rack. Add small amount of water to base of pan to keep drippings from burning. Place in oven and bake for 1 1/2 hours.
Preheat an oiled grill pan over medium-high heat.
Grill the pineapple and mango slices until grill marked and caramelized, about 2 to 3 minutes per side. Remove and let cool, then slice fruit into 1/2 by 1/2-inch. Toss in large bowl, with the remaining ingredients to combine. Season with salt and pepper, to taste. Set aside.
Liberally apply mustard glaze to ham and bake the ham for another 30 minutes or until the glaze begins to turn brown and caramelize. Remove, cover with foil and let rest for 10 minutes. Slice and serve with salsa.