So long as you have the stock exhaust on, it should go something like:
niz55: "Every so often, I get a huge cloud of blue smoke on idle; it doesn't seem normal and I'm worried that there is something wrong with my new car."
Dealer: "If we can't replicate it, then we can't fix it...blah, blah, blah"
niz55: "I understand that, but I have heard that there have been issues with turbo seals failing and there is a diagnostic that you can run to check for issues."
Dealer: "I've never heard of that, you must have read that on an internet forum... blah, blah..."
niz55: "I learned it because a friend had a similar issue and another dealer was able to help him. Maybe I should just go there, as they are probably more equiped to work on the mazdaspeed vehicles..."
Dealer: "Let me ask one of the service guys and see what they can do..."
Your just asking them to take a look at the car. They might charge you a fee if they don't find anything, but if you were getting blue smoke, it is unlikely that there are no issues.
If you haven't sent in your dealer survey from the original purchase, I would play that card with the salesman, as that directly impacts their bonuses..