Well, time for another update:
I phucked around and changed my oil again today. I discovered a small tranny fluid leak thru the fill hole a couple of days ago, and decided to tighten the plug. I inspected for more leakage, and there was none, so I undid the fill plug, and topped it off, and tightened it back up. On the oil, I used Mobil 20W50 dino oil (again for the last time!). I will be going with 10W40 Redline Synthetic, or thicker next. I am at about 1050 miles now on the new engine. I still hear the pistons a just a little under load, but all seems well. My new EGR tube arrived today, and so did my Mazdaspeed oil cooler. I will be picking them up in the AM. Soon, it's off to San Antonio to get with the man himself (Corky Bell) to get my EGR/Manifold issues fixed. To kill many birds with one stone, I will probably fix my oil pan leak, and install the oil cooler as well. More to follow.