16" Mk2.5 wheels have been fited to a fair number of Mk1s; they won’t rub (but beware powdercoated wheels. These wheels had corrosion problems and a lot were refiished with powdercoat, with a significant ate of cracking as a result).
Its not just wheel weight, but wheel plus tyre weight.
The 16x6.5 factory wheel (40mm offset) has a weight 15.5lbs, compared to the 11.5lbs of the 14" wheel the Mk1 1.8 was supposed to have.
The factory 15" wheels for the Mk1 were the 15" BBS (12lbs) or the fairly lardy Enkei (14.5lbs)
Tyre weights:
185/60 14; 15-21lbs (so overall weight is 26.5-32.5lbs)
195/40 15; 16.5-18.5;bs (so overall weight 28.5-30.5lbs, with BBS, add 1lb if using a Mk2 15" wheel
205/35 16; 18.7-21.3lbs (so overall weight 34.2-36.8lbs)
So while a 15" wheel, if you get a light one, falls well within the unsprung weight spec of the original factory fitment, the 16" wheel is getting significantly beyond that. And the Mazda 16" wheel is pretty light for a 16" wheel anyhow.
My experience of a 17" wheel, 205/40 tyre, on a Mk1, was pretty awful. The steering was heavy, the car was lowered, and the increased weight I think ruined the springs, causing sag.
My experience of a Mk1 with the 16" Mk2 wheel is more limited, but my recollection is still heavier steering, and less wheel crash.
I suggest sticking with 15" wheels. The 16" offers no tangible benefit.
Note, tyre weights are less recorded, so these are estimates.