Use a set of a dozen cones to set up a skid pad. You'll need a decent sized lot to safely make an >30mph skid pad. Start circling the skid pad you just created until you're at a moderate and sustainable speed and an RPM near the lower end of the car's torque peak (~3000rpm). Floor it and keep the throttle planted regardless of which direction your car goes.
Videotape it.
Every time you lift, the car will tuck right in and the rear may kick out, requiring throttle again to get the rear to stick. This is how it should be driven, and the Mazdaspeed is tweaked well enough that you can keep the car right at the limit rather easily by modulating the throttle. But if you don't lift at all, the car won't spin or require a reversing of steering input. It'll instead plow off in a very straightened line.
I could get the car to do all kinds of tricks on corner entry (it was very entertaining), but if I floored the car on corner exit it understeered like a FWD pig. This was repeatable. The car may have oversteered when launching with the steering wheel turned, but this isn't something that happens in a steady-state turn. To be fast, the car had to be driven exactly like a front-drive car: lift on entry to get some rotation, get on the throttle early, and very late apex.
As has been said a zillion times, a coupling device can't really transfer torque to the rear- it can only lock the center driveshaft, and in turns that isn't a good thing.
I know how to drive, and I'd welcome any challenge suggesting otherwise. I thought the Mazdaspeed had fantastic handling considering its heft- seriously. I was amazed at its dynamics- but steering with the throttle isn't its thing. If you're getting throttle oversteer, it's because that coupling device is engaged when it shouldn't be and the ENTIRE car is losing grip (due to binding forces) as a result. I look forward to seeing the results of anyone willing to videotape the above test.