Comparison between the front of the Mazda and JDM parts.
Comparison between the rear of the Mazda and JDM parts.
The set I got (off eBay) came with a set of blue lights.
To get access to the corners, you need to remove the 4 fasteners shown here (you are looking up into the wheel well from the floor). Insert a phillips screwdriver and turn 1/4 turn to pop out the caps, then give them a good tug. The actual markers have a single screw and a tab (see earlier picture) to release the rear edge. The front is just slid in a slot and pulls right out.
One difference between the markers is that the JDMs have a bulge that sticks out a bit, where the Mazda ones are flush.
This is a time-lapse shot using the stock bulbs.
This is a time-lapse shot using the blue bulbs.