You won't have issures with tpms or tc, but you will feel a slight rougher ride. Have you checked with your dealer about 215's? I know mazda dealerships carry them (I work for a mazda dealership) If they don't have them they can always order them for you.
Yes, I did roll my fenders. I knew I would get an aggressive set of wheels like the Rotiform's I picked up. The fronts are where you will need to roll more and require you to remove some on the plastic well so that you don't scrape or rub if you're getting bigger tires but overall are easier...
You should be fine with the et30. my blitz are originally et35 but i added a 5mm spacer, though you might need to roll your fenders on the front a bit. Tire size im running 205/40. though i would recommend 215/40