Less swearing, better economy. Win:win! 
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Yeah, I thought the more dense air in the cold weather would increase the efficiency, could be wrong but it seems logical. I’m thinking the mark 4 is more efficient because of several factors, including - quite relevantly - adjusting the tuning to suit ambient temperature, VLIS (don’t know if Mazda put it on this car?), and the “skyactive” stuff, which seems to me to be clever use of valve timing and EGR to increase efficiency in ways that cars from 20 years ago could only dream about.
I would say that you do not need more fuel, you would get the same size bang or bigger with the same amount of fuel. But the Oxygen sensor in the exhaust senses the left-over oxygen from the dense air and tells the car to deliver more fuel based on the fact that there is oxygen still present so more fuel is needed to burn off the hydrocarbons and thus lower emissions by tuning into the spot where all the hydrocarbons ignite, but not hot enough to damage the engine or form poisonous gases. TL;DR Engines should not be running lean.
The Skyactive system and its precursors use an EGR to lower the oxygen using already exhausted oxygen-free gases, thus preventing the oxygen sensor from telling the ECU to inject more fuel. This is the stuff that ultimately lowers MPG, and although I admire the engineering behind it, I can’t say that I feel it really belongs on an mx5. It adds a layer of complexity that kind of defies the mx5’s original ethos, if you catch my drift.
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The mark 4, ND, Skyactiv engine is a complete departure in operation from the MZR engine. The inlet valve timing shifts radically so that it can operate as a Miller cycle engine, with a moderate compression ratio (not the 13:1 geometric ratio) to avoid pre-ignition, but with the full 13:1 expansion ratio to raise efficiency. It is a thermodynamic beast!
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I think @RichardFX got it with the usage issues; longer warm up and more auxiliaries putting load on the battery (though the heater is just engine cooling). Though I think engines with carburetors tend to run lean in cold dense air?
Where is the engine design guy on this forum? My thermodynamics is too rusty and was only ever applied to gas turbines.
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Imho, my nc is very low-geared.
If you have 205s fitterd, 215s might help raise the gearing a little, protect the rims better and fiil the wheelarches a bit more?
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Agree on all these points, plus with the 17 215s. the speed finally reads true.
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Wow! Thanks all for your replies.
I can’t figure out how to reply to multiple comments in a single comment, so instead I’ll just try to answer/reply in the best order I can.
For reference, I am getting about 35MPG/40MPG on longer drives, cruising around 70. This seems about standard, so I don’t think I have a major issue with the car. I did previously have a sticky brake, but I think I have fixed that. Didn’t notice a huge improvement in MPG, but I wasn’t really paying attention at the time. I am planning to replace my diff/gearbox oil sometime in the next month as it is due, so will be interesting to see how much of a difference that makes. I’m running Bridgestone Potenza’s (I think 205s, but will go for 215s next time). I hadn’t considered increasing tyre pressure, so I will try that for my next trip.
In terms of techniques I already employ, I removed literally everything possible from the trunk (including liner and plastic). I only use AC when the windows fog up, and I am militant about turning it back off, although that actually comes from my irrational fear that it will stop working if I use it too much. Every other car I have owned has had broken AC… I always take max speed through roundabouts, as I think its fun, so no issues there. I also try to use cruise as much as possible, and avoid braking unless needed (just adjust the cruise up and down slightly most of the time)
Currently, cannot afford to get an ND, and I love my NC!
As most people said, the biggest improvement I saw while testing was reducing my speed from 70+ to 60. It instantly jumped to the mid 40s, and at one point I got it into the low 50s by drafting behind a truck (although I only did this briefly to see how much of a difference it made as I didn’t want to annoy the drivers).
@Scarletpimpernel - Extremely interested to hear how the remap works, and what the cost was? Being able to change it on the wheel sounds like exactly what I am looking for!
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Okay, firstly and just an opinion.
IF the mpg is the most important factor maybe you have the wrong car. 
Bit long winded this, but will explain it all. 
You obviously like the car but wish to increase the MPG “somehow”.
From reading your post you are now pretty much on the edge of what you can achieve.
Most of us bought one because we like driving “enthusiastically” and not really bothered too much on the mpg side……
My full remap was done on a “Dynotech” rig at the then Skuzzle Motor Sport.
It included the fast road package including new 4-1 manifold, torque intake.
The map was obviously done to achieve the best BHP/torque and drivability etc.
It was also tuned for standard or premium fuel.
Settings can be changed to also include a mode to limit revs say when leaving it at an airport with keys.
The map removes the limited power on acceleration in 1st and 2nd to give full power.
All done safely to safe guard the engine etc etc.
It was also tuned to give better mpg when cruising with minimal throttle, (which is quite true)
I reckon a map would say cost an “average” £500, which is perhaps a guess after a quick google search.
BBR near you is in excess of £700…….
My included fee included a licence fee under the registration which stores the original map and can be reinstated if ever needed, (subject to another fee of course).
For arguments sake let’s say £500.
Currently you are averaging 38mpg per gallon.
So for every 1000 miles that’s 26 gallons at say £6.30 a gallon which equals £163.80.
Say that’s increased by 5mpg (43) with a remap.
That would be an average of 23 gallons at £6.30 which equals £144.90.
So saving £18.90 per 1000 miles.
You will need to drive like a district nurse, no town driving, no fun and cover 26455 miles to get your money back!
That’s at current fuel prices.
Hopefully my maths are correct.
Then it would have to be declared to your insurance company who will more than likely increase the premium……
Perhaps not really worth the bother and expense but good luck in your quest! 
Thanks for taking the time to reply!
I absolutely love the car, and I should clarify that my main priority is and alaways will be keeping it fun. I did a trackday earlier this summer and absolutely loved it, so anything that would permanently decrease the power or driving experience was off the table.
With your cost breakdown, I agree it probably isn’t worth it for the “savings” I would be getting, plus my insurance is already like 1.5k/yr (first car, no driving history in UK, young, etc.). Part of the joy I get from the car is modifying/messing with it, my radio is a piece of cardboard with a RasPi and screen taped to it. I think I was (somewhat unrealistically) hoping there was some connector I could buy, plug in, and start tweaking stuff. Regardless, I appreciate the write-up, and when my insurance is a bit lower, I may go for the BBR upgrade!
Next on my list is getting the PRHT to lower while moving at low speeds without paying for a £200 box, so I’m hoping to have more luck there…
I too had the Skuzzle remap done, and while mpg is better on a long run, the best thing for me is the improvement in driveability.
It just woke the engine up.
It revs very smoothly up to the top end which is now so sparkly.
On a recent long run I got 45mpg
On the Nordschleife I reset the mpg counter for laugh and got 15mpg 
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You’re welcome and keep having fun!
The PRHT module is well worth the money. 
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Just came from the midlands to Gatwick this morning and my mpg was 43.1. However, this was mostly following lorries at 58mph and a few 50mph speed restrictions.
NC 3.5 2.0 with BBR 200.
Not too bad I think tbh.
Certainly better (imho) than i was returning stock.
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As a complete aside, I dont have to worry about the AC bumping up MPG. It runs of the Stop/Start 48 volt battery and also powers lights, wipers, ad a few other odds and sods when its not delivering the additional 12/14bhp to the crank… which of course is kept up by the main battery. All very clever. So, no power laggimg main puiley involved. Super lightweight pump etc… I get a bout 45/48 mpg if I keep my boot off the turbo…no difference if AC is on or off. Suzuki Swift 1.4 Hybrid BTW. Could be worth checking. Be a pity not to use what you paid for. Especially winter since, as we know, AC clears windows pronto.
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