there's two theories that i know of
1) mangal is some utencil that is used during barbecuing stuff over charcoal. the utencil looks charred, so we call gypsies mangals, because they look darker, i.e. charred, compared to us. it's archaic, but i've heard it. also mangal is another word i've heard for brazier or a charcoal lamp, which also look charred. this meaning of the word mangal comes from turkish/arabic
2) it refers to "mangal", which is some kind of family name and a historical province of india. and you know, gypsies came from india.
personally, i buy the first one more, since i doubt bulgarian peasents were woke on indian history