What kind of machine shops are there? Any shop should be able to. Are they just regular SI rims? Honestly if you go through the trouble to do that I would find some TL type S rims or maybe the optional SI rims (forget what brand they are), normal SI rims are pretty common, although not on a Protege. And you would have to find some different center caps, the H center caps would be just wrong on a Mazda.