For your information, there are a couple of stores around the island but specific toys stores are found in the towns located in the middle of the island itself. For example, there's a Toys R Us store in Phoenix and some other toy stores in Port-Louis but they are not easily accessible unless you are prepared for some dedicated shopping in the city and around the waterfront. My advice is to bring the ones they really fancy with you and then complement with any ones they fancy in Mauritius.
Some people think that toys cost cheaper in Mauritius but they'll be surprised by some price tags although we import most of them from China.
Hope this clarifies things a little bit,