I find that outside of mapping my exit button to either esc, or alt-F4 (depending on the emulator), there really is no need to have to map the GP-Wiz to keys (one or two oddball emulators not withstanding). And if you are only playing MAME, then there is no reason to need to do so. And if you need one, as you noted you found JoyToKey which does everything I need.
How may joysticks/gamepads do you have hooked up to your PC? In MaLa there is an option to use multiple joysticks to control the FE that you may have to turn on (my cab is off right now, and I don't recall exactly what the option is labeled - if you can't find it, I'll most likely be playing with it later today and can post the exact option).
Depending on the number of joysticks hooked up to your PC, you may also need to use the Logitech utility to remap the joystick ID's. I had a similar problem when I added some NES/SNES/N64/GC ports to my cab. Once you rearrange the ID's, you can save a config file. Then load the config file up in a batch file before loading MaLa (at least that is the solution I came up with).
http://www.wingmanteam.com/latest_software/gadgets.htm#JoyIDs_Utility:Note: This does not affect how MAME sees the joystick numbers. If the GP-Wiz was Joy3 before, it will be Joy3 even if you move the ID to 1 or 0 or whatever the lowest ID is using this utility.