Are Ohlins / FOX worth the cost?

Its not about (insert brand here) whether its superior or not. Suspension setup is a compromise ride / comfort / handling. You want to use the car on the road, the mx5 OEM setup works just fine as is. Every single aftermarket suspension tends to have reduced ride height from stock and are essentially trying to focus the car handling to be a better track car. Lowering the car reduces suspension travel and this requires to have stiffer springs from stock. Because there is not enough suspension travel to absorb the bump damping is also harsh (even if some companies say they have two settings I would like to see the effect by myself) and as result the tyres are not in contact with the road in the bumpy UK roads

So if you want to use your car where its meant to be used, do yourself a favour and fit the OEM sport setup for your car.

If you want to know more knock yourself out reading the link below.