Actually, it's pretty easy to set/change the MAC (page 29 on http://www.mellanox.com/pdf/MFT/MFT_user_manual.pdf)
# mst start
Query the mac:
# flint -d /dev/mst/mt25418_pci_cr0 -qq q
Change the mac:
# flint -d /dev/mst/mt25418_pci_cr0 -mac 02c90abcdef0 sg
Change the GUID:
# flint -d /dev/mst/mt25418_pci_cr0 -guid 0002c9000abcdef0 sg
# flint -d /dev/mst/mt25418_pci_cr0 -qq q