You must have a return or onward ticket before arriving in Mauritius.
Cargo ships ply the Indian Ocean regularly, though few take passengers.
You're more likely to find passage on the private yachts that call in at Mauritius outside of cyclone season, berthing at Grand Baie or Port Louis. Still, opportunities are rare. Allow yourself at least two hours from Port Louis. For those with money to burn, the helicopters can be hired by the hour. The MV Mauritius Pride plies between Mauritius and Rodrigues several times per month.