Mazda, of course, supports the same mode $01 generic OBD2 PIDs defined in SAE J1979 as all automakers. RPM $0C, Fuel Rail Pressure $0A, Intake Air Temperature $0F, etc.
The mode $22 enhanced PIDs for mazda will depend on the make/model/year, but many of them seem to be the same as Ford. If you find a list of the Ford enhanced parameters, just try them out. You might have luck!