Doesn't look like there's much out there for Mazda. These guys do it for many other makes but not for Mazda

http://www.blitzsafe.com/blitz_catalog/blitz_aux/blitz_aux_list/blitz_mazda/blitz_mazda.html

You could try emailing BlitzSafe and see what they say at least. Asking costs nothing so why not.

The other thing to try is to find out who actually makes the stereo. You might be able to use another automotive brands auxiliary input adapter if they use the same OEM or just get Pioneer/Alpine/Kenwood etc generic adapter.

Can you get the stereo out to have a look at the connection for the changer? Someone might recognise it as a particular brand.

Have you asked on any Mazda boards? What you're after is a fairly common item so it's probably been done (or attempted) before. Basically you're after an "Auxiliary Input Adapter" - most should understand that.

Worst case might be try to get a CD changer and just use it to fool the head unit. Pretty expensive and clunky way though.