I have installed one, though not the Mazda one, but most likely is the same. I is a Gentex with compass and Homelink buttons.
I haven't opened up the A pillar at all. I have removed the dome light/sunglasses holder plastic cover and poked through with a hard wire, the mirror wire.
Before that I have puled away the door rubber seal, from the top to all the way to the fuse box. This way I have managed to poke through the mirror's wires and I have just placed them behind the A pillar all the way down to the same hight as the fuse box.
I have removed the plastic cover which is over the fuse box(cover+ plastic surrounding). There is a nut behind the fuse box. I have also had to remove the plastic sill cover too.
I have used two fuses from the fuse box, though I don't remember which one. If I remember right, it was the top right one and the other the left top, though it's much lower then on the right side.
One is the constant 12V and the other is the switched one.
You can use a multimeter, to check on top of the fuses, they have there pins sticking out on there top. Don't even have to remove them.
Good luck with the install. I did it after a couple of days after I have purchased the car. First upgrade. Since then, I have replaced the dash speakers too. Next are the door speakers, amp, compact powered subwoofer, Kenwood nav double din and .....