Hi & welcome!

I can't speak for the BJ, but certainly on the BAs the only way to fit/remove fogs is to remove the lights & bumper, and looking at a pic of the BJ bumper, I think it's unlikely Mazda suddenly altered their way of doing things after the model change (I stand correction, though)
I've done a search on the BJ guides section here, and years ago someone posted a link to a bunch of service manuals for the BJ:
http://www.floptical.net/mazda/The link is still live (it says Protege, but I gather they're similar/the same car) I hope that helps.
Or, you could try sending a private forum message to club member
Stu.13 and asking him, as he had a BJ until recently (killed by rust, I gather, as so many were)
S
PS Bring it along to a Jap show and say hello! Next one Castle Combe near Bath on 2 June. An easy trip from Oxfordshire
