Misfires under load (acceleration) can be caused by the valve cover gaskets leaking oil into the spark plug wells shorting the spark plugs to the cylinder head. New spark plug wires will be needed and the valve cover needs to be resealed.
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Most reported 1995 Mazda Millenia problems
The oil seals on the supercharger can fail and cause excessive oil consumption and bluish gray smoke from the tail pipe. Supercharger replacement is commonly required to correct this concern, this can also be an expensive repair.
There are T-shaped vacuum connectors under the intake manifold that can break and cause a rough idle.