When I went to 0w30 last year, it was done at the dealership and I asked about warranty. They said no problem.If you're still under warranty you should follow Mazda's recommendations.
Since my last post, I did an oil change this spring and went back to 0w20. I'm noticing now with the current warm weather we are having that the engine is noisier again. I checked my oil level and it looks dirty, even though I haven't driven much.
It's not scientific I know, but my gut experience is telling me that 0w20 in the current heat we are having is too thin. I also suspect it's more prone to dilution (gas in oil) under these conditions.
I'm definitely changing to 5w30 in the next week or two.