Had similar issue with third, but mine only would grind at 6k+ not at low RPM. Bought a used tranny from Paul at Mazmart, so I cant say diffinitively what the issue is (till I crack the tranny, and I have no time for that.) I can only say that IF the synchros were shot they MIGHT not work at high rpm at first. I might have also had a bent shift fork, this is also likely to have an effect only at high rpm where the synchros have to do more work to catch up to sloppy shifting. Unfortunately, I still got grinding even when rev matching, so I dont know what to say. Then again, no one ever accused me of knowing what I was doing.
For a halfway decent discription of a GENERAL tranny. Look here http://auto.howstuffworks.com/transmission.htm
This is NOT specific to miata/RX8 trannys. But still a tranny.