Not sure about Gambia, but Mauritania visa is available in Dakar at the embassy for 40,000 CFA. Mali visa was easily available at the border 'for 15,000 CFA right before the coup but I'm not sure with the current situation.
For Burkina, make sure to get the visa before you get to the border! Getting the visa at one of the surrounding embassies should be ~45,000 CFA but it will be more than double that if you purchase it on the border following an updated 2010 law.
Kellen
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