Probably best to use another garage......
This problem is normally caused by oil draining back into the combustion chamber when the engine is stopped. What happens is that if there's a bit of wear in the valve stem or it's guide, and the stem seal is getting a bit past it, the oil drains down the guide and burns when you start the engine-hence the blue smoke. Good stem seals and guides prevent this.
I would have thought that if they changed the valves they would have fitted new stem seals as a matter of course, but it appears they didn't. One would have also thought they would have checked the guides for wear as well- did they mention this to you at all?
I'm no expert on Mazdas, but on some engines modified stem seals are available to deal with this problem, and it may be best to find a garage that specialises in Mazdas. There is also the possibility that one or more of your valves or it's seat has burned- something, however, that a compression test would show up.