The wiring is very simple. You should get 3 plugs from the Mazda wiring harness, and you should be set to do the conversion. Basically you can reuse the VW wiring harness. The only differences between a VW engine and the Mazda is the coil wiring. Below is a diagram of the wiring harness. You can reuse your oil pressure sensor and wiring on the Mazda engine. I would highly recommend putting a water temp sensor on the engine to monitor engine cooling (in the water outlet preferably). If you are doing the conversion with a 13b EFI engine, you will have a lot more to deal with. But if you decide to convert to carbs, then this wiring harness still applies.

Wiring Diagram