I was able to put together a cheap PS/2-to-MSX mouse interface using an Arduino Nano. The project works by using the Arduino Nano as the bridge between a standard PS/2 mouse and the MSX mouse port.
The design is based on denjhang’s MSX Nano Mouse 2025 repository, which provides both the Gerber files for the PCB and the firmware source code. Having those files available made the build straightforward and inexpensive: I could order the board, assemble the small set of components, flash the Nano, and connect a PS/2 mouse.