Have a look at the video in this post. Dual Mass Flywheel problem - Technical Area / Engine, Transmission, Exhaust etc - MX-5 Owners Club Forum
He talks about gearbox oil and has some interesting facts that may influence your choice.
I am using the Millers oil and can confirm that the cold gear change was better with the Mazda oil. I have not found a source for the Mazda oil in the UK.
It is not an issue for me as it is easy to deal with by being careful and the gear change becomes good after a mile.
