I did that 5th gear swap when I did my swap into my festiva. Its from a 2.2L MX6/626 I believe, and its .717 instead of the .8 that was stock in my capri trans. Well worth it.
On the subject of an MPG minded Mx3, the F5MR trans has been discussed at fordfestiva.com. Yes, the 4cyl MX3 has a 4.10, just like a 323. The Protege/Escort trans is a step up at 3.61, however there was a "fuel saver" trans in the 91-93 Escort Pony that had a 3.40 final.
The thread is here
FordFestiva.com Forums
That transmission can bolt to any Mazda B-series engine, including the B6-ME and B6D found in the MX3.
Also, the 1.3L engine in the festiva/aspire should be a very easy swap into an MX3...same engine family, basically the same as the 1.6L SOHC in the MX3, except 8v instead of 16v. The festiva community has been using the 1.6's in their cars for years, shouldnt be hard to do the opposite.