I have successfully received CAN messages from my car in this super-dodgy initial test, where I connected the CAN adapter to the input to the LCD.
I received 9 different CAN message IDs while the car was not turned on, the only one of which I understand (thanks to madox.net) is the 0x400 message. This gave me an an average speed of 44 km/h (which seems about right for my last trip), average fuel consumption of 7.0 L/100km (also about right), and fuel remaining of 343 km (definitely not right).
Next I need to work out why my software decided to exit after only a couple of seconds, make a slightly less dodgy wiring harness for testing, and try it out while driving.
I found a site which already offer a ready can-adapter. Ordered for the Mazda 3. You have seen this site and the manufacturer? Someone may say something about them?