One of the assumptions of the Mann Whitney test U test is that the two variables must not be normally distributed.
This assertion is quite false. Not only is that not an assumption of the Mann-Whitney, it's actually a very good test at the normal, having an asymptotic relative efficiency of $3/\pi$ - around 95.5%. Do you have a book or other reference that makes the claim here?
The nutrient intake of males is normal
I doubt you have any basis on which to assert this as a fact. I doubt it's true. What makes you think it is?
Would this be a problem?
If the distribution shapes differ, it might be a problem, depending on how you wanted to interpret the test results.
Also, the data is on intake of seven nutrients.
This is very important. You should probably lead with it.
To do the comparison wouldn't I have to do the Mann whitney test 7 times? Is there any other alternative?
One of the issues with doing multiple univariate tests is that you can easily miss clear changes in the multivariate distribution that are not strong on any one variable. Which you do depends on which questions are important to answer.
How non-normal are the data? What's the dependence structure like?