Heat first amount of oil in Dutch oven set over medium heat. In batches, cook oxtails for 8 to 10 minutes or until browned all over. Transfer to plate.
In same skillet, cook first amount of onion, carrots, celery, green pepper, chili peppers, first amount of garlic, thyme, first amount of ginger, curry powder, first amount of chili powder, salt, pepper and allspice for 3 to 5 minutes or until vegetables are slightly softened. Stir in tomato paste; cook for 1 minute. Stir in first amount of broth; bring to boil.
Return oxtails to pot. Reduce heat to low; cover and cook for 2 1/2 to 3 hours or until tender. Stir in lime juice and sugar.
Heat second amount of oil in saucepan set over medium heat; cook onion, second amount of garlic, second amount of ginger, second amount of chili powder and allspice for 3 to 5 minutes or until starting to soften. Stir in rice; cook for 2 to 3 minutes or until well coated. Stir in second amount of broth, coconut milk, beans and bay leaves; bring to boil. Reduce heat to low. Cover and cook for 18 to 20 minutes or until rice is tender and most of the liquid has been absorbed. Cover and let stand for 10 minutes.
Serve stew over rice and beans. Sprinkle with cilantro; serve with lime wedges.