Yes a RFID transponder. Look up.
Just came accross this while looking for something else. It’s the PCM pinout. Not sure it’s much help though unless you feel like taking the cover off the PCM and looking for damage.
Cheers for that. It looks pretty useful.
I’ve ordered a new ECU with immobiliser and locks, so will be going for the “swap it all out” approach. But I’ll have a look at the current ECU when I get it out, to see if I can spot any damage.
Let us know if you find anything, it would be intersting to know.
Just an update to all of this. I’ve swapped out the ECU and the immobiliser, and so far it’s looking like a success! No more engine warning light! Thanks everyone for your help.
Some points for anyone who may need to do this in the future:
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Used EGR valves are about £30 (what I went for), if you want a new one mx5parts have an aftermarket one for £75, I was told official new Mazda part is over £400.
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The hardest part of changing the ECU is, in addition to the regular bolts holding the ECU shield in place, some evil engineer at Mazda added 2 rivet-head bolts. These were in there solid. The scars on my replacement ECU show that the breaker used an angle grinder to get through them. I found a post on another forum that said bolt-grips could get these off, but I got nowhere close with them. With a strong drill and some stripped screw remover bits you can get them out, just drill in at an angle to break the washer first.
But at the end of the day neither of these bolts are needed, so if you’ve got an angle grinder use it and save some time. -
Used ECU with immobiliser, ignition barrel, and all the door locks (though barrel and locks aren’t needed for this) was £120.
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I removed the drivers seat to get to the immobiliser easier, but I don’t think this is needed.
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I have an aftermarket key fob system so can’t comment from experience, but from research it seems the key fob system is separate to the immobiliser so you shouldn’t have to change this.
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Swapping out the ECU is stupidly easy, the immobiliser is held in a bit of an awkward way so you don’t actually need to remove it and can just plug the new one in next to it.
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Currently I have it so I tap the new key to a secondary key reader, to disable the immobiliser and use my old key to start the car. For the MOT I’ll probably zip tie the old key in under the cover, but I don’t have any zip ties to hand now.
I’ve not had a chance to check yet but I believe I have to put some miles on the car so that there is sufficient emissions data for the car during its MOT. Hopefully I can get this done next weekend.
I also haven’t fully decided what to do with the keys. I might do what eaa53 suggests and just swap the blade out. But Ideally I want two keys for the car (I couldn’t find an ECU for sale with 2). As my car is a MK2.5 it has a rolling code, so I can’t get a new key cloned. I found that there is some software, FORScan (seriously), that apparently can be used to program in new keys to the car, but as this requires wiping all existing keys I’m a little apprehensive to try it.
I’ve also not had the chance yet to inspect my old ECU for damage. Any burning smell that was there has been overpowered by the smell the drill made trying to get those bolts out!
Sorry for the long post, hopefully it’s helpful to someone in the future.
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Congratulations 
Thank you for the update.
I have the same error.
Did you replace the EGR vam e before replacing the ECU?
I just took the engine warning light bulb out
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My MX5 is now fixed thanks to @rhino666 at MX5Bitz who sent me a new ECU and recoded my current keys to work with it - I highly recommend talking to Rob.
Also fitted a new EGR from MX5Parts (on Ebay)
No more warning light 
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