I had it twice... both in cold whether and stop and go traffic. I found that the idle dropped too low when you ease on the brake and let the car roll back a little and it eventually stalled; it's very hard to reproduce.
I took it to the dealer and they couldn't find any error code, the TCM is up-to-date. They say they "reset" the car to the factory default parameter and since then the stall went away...
Let the dealer know and make sure they advice Mazda NA, a few people on the other board had the same issue and there're still no resolution.
One more thing, let the car warm up a bit during cold start. I found the car run smoother and idle is more stable...