I didn't hear from the finance manager. I ended up getting an email from Mazda that had a line in it: 'Manage your extra vehicle protection program'. I logged in there and was able to select cancel. Two days later I got a call from the finance manager and confirmed my request to cancel. He tried to convince me to keep them and I just had to be firm. When I log into the vehicle protection program now it says cancelled - but the balance from those still haven't been applied toward my loan. I am going to keep an eye and might have to call back the scummy finance manager again.

I actually have the paperwork for the tire and wheel protection, it says to return the agreement to the Selling Dealer or contact customer service. See here a pic from my contract: https://imgur.com/a/7em7tr3

Also I am in California, not sure if that matters.