Went with 16" steel wheels for snows from the 18" alloys on GT. (Canada) Just to be sure, got the rims from Mazda dealer rather than take a chance on "universal" steel wheels.
Noticed that the part number for the Mazda 16" alloys for CX-3 is the same as for the Mazda 3 but I was told part number for the CX-3 steel wheels is different.
They fit and look fine (with used Mazda 3 wheel disks) and do not have to worry about banging up more expensive alloys in the winter.
As there is no 15" wheel option for the CX-3 (here at least), I would probably stick with 16s to avoid possible issues.