I just did this retrofit today. Instructions would have helped but I figured out that I was sent the wrong harness. And the harness I was sent had labels on it, one of which was incorrectly labeled high beam when it should have been labeled low beam. Also, I could find no way to remove the old projectors without disassembling them. And the new projectors had to be disassembled as well in order to fit them in. Also, the only way to get the projectors in or out was to remove the turn signal reflector. Not a big deal but no one else mentioned it.
Warning to everyone else out there, the low and high beam reflector are one single piece of plastic which is very fragile. Once you adjust the two aiming screws to their limits, you are placing a twisting pressure on that reflector. I managed to crack both left and right reflectors along the dividing line between low and high beams even when I was being extremely careful. They went back together just fine and I don't think it will cause any issues, but just go very slowly during this step. And once the reflector craxks, it leaves a white powder on the inside of the headlight that you might have a hard time cleaning out. I used canned air.
Also, this was mentioned in the mazda instructions but it bears repeating. Use a sharpie or other felt tip marker to mark the location of the reflector housing before you start to turn those adjustment screws. Reaiming the left/right aim is a royal pain in the ass once the headlights are reinstalled. So if you mark them, you can return them to stock once the new projectors are installed and just have to adjust the up and down which is easy.
If you find that you DO have to adjust the left right aiming, the method I used was to put an 8mm socket on the adjusting bolt and I used a pair of pliers to rotate the socket. Worked fine but it wasn't super fun.
This install was very difficult for me...until I figured out that I had to disassemble the old and new projectors. Once I figured that out, the install went a lot more smoothly.