I had to do this yesterday and I haven't seen a walk-through here about this. Granted, it's pretty simple, there's always a need for a how-to for some people!!
I had to do this because there was a slow oil leak near my filter, that would cover my filter in oil and drip off of the bottom. At first, I thought it was my OPSU. I replaced that, and it was still there. Next thing to replace: Oil Cooler O-Ring. Part # from Mazda: KL01-14-702A
1/2" Drive Socket Wrench
30mm Deep-drive Thin-walled Socket (or you can do what I mention below)
5lb Rubber Mallet
Long Needle Nose Pliers
Step 1: Drain all of the oil out of your car, and remove the Oil Filter
Step 2: Remove the 2 coolant lines from the Oil Cooler. Be prepared, a LOT of coolant will start pouring out of the top coolant line. I just bent the hose upwards so the fluid didn't pour out.
Step 3: Remove the large nut where your Oil Filter normally goes. It's a 30mm nut, and you're going to need a thin-walled, deep-drive 30mm socket. Good luck finding one. I ended up buying a 30mm axle nut socket and filed off the top until it fit. It wasn't TOO bad, but it was a PITA.
Step 4: Once you get that nut off, you're going to realize that the 90 degree metal coolant nipple won't come out of that little housing surrounding the oil cooler. You can either remove the 3 bolts holding it to the block and remove the entire assembly, or you can do what I did. With my 5lb Rubber Mallet, i hit the shielding enough so it bent up-wards and allowed me to remove the oil cooler.
Step 5: There is an orange ring at the top of the oil cooler, this is what needs to be replaced. Pop it out, clean off the oil cooler (I used brake cleaner and a shop rag) and replace the o-ring. Coat it with a light coating of oil, just like you would your Oil Filter.
Step 6: Replace. Put the oil cooler back on, tighten up the nut and re-connect the coolant lines. Put your oil filter back on, make sure your drain plug is on tight, then fill with oil. 5qts with ZR-1 filter (WIX #51324) or I think it's 4.6 with normal filter. Check your coolant levels and re-fill if necessary. Start your car up and get back under your car to check for leaks.
For some reason after I finished this, my car started overheating on my test drive. I stopped at a gas station, checked for leaks and there were none. I drove it back home and it was perfectly fine. As well as the rest of the driving I did throughout the day, it never passed 1/2 on the Temperature Gauge. Odd...but whatever.
I didn't take pictures, but it's fairly simple to do without them.
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