First off, there is no OEM Mazda3 16-inch steel rim (16-inch Mazda3 in all world-wide markets use alloys). So, you will not find any steel rim that completely meets all the specs.
As such, if you get it from a tire shop, it is advisable to do an actual fitment before purchasing the steels. The other alternative is to get the steel rims from a dealership, as the dealerships will either sell generic steel wheels which they've already confirmed do fit the Mazda3, or the dealerships will use the base Mazda6 16-inch steel rims (which do fit, but typically are more expensive than generic wheels).