MWR make most of the air filters used on the national road racing bikes, and the majority of the BSB and WSBK paddock as well. There is even one team that is sponsored by pipercross and they are using MWR instead. They don't make one for the YZF-R125.
If the ECU has a lambda sensor (sometimes known as an oxygen sensor) in the exhaust, then it can alter the fuel trim to correct the AFR (air to fuel ratio), this will take up small differences from the base map in the ecu. Within the ecu there are two further values, called long term and short term fuel trim, these are correction values derived from the lambda. Bikes running carbs would need rejetting, and bikes with no lambda such as the R125 would need a power commander and a suitable map to correct the fueling. As it's such a small change with a filter, it's within the parameters to be able to correct for the majority of times, things like camshafts and exhaust systems need mapping with something like a power commander. Note I say something like a power commander, there is another choice there, again not available for the R125 sorry guys, the Bazzaz system, cracking bit of kit.