Shemp,
I just did my first oil & filter change on my 3525 this past Sunday...
You can use the Mahindra filter from the dealer, or, Wix lists for the Mahindra 3525 #51068, which is a "short" version of Wix #51515, which is the equivalent of Fram PH8A, Motorcraft FL1A, etc. According to the Wix website, these filters are the same specs as what they recommend (#51068)... just they are about 1 1/2 inches longer in length... flow rate, microns, bypass, etc are all the same otherwise.
I put on a Fram TG8A (Fram's Premium version of the PH8A).
I filled the filter, installed it, and then put 6 quarts of Rotella 15W40 in the crankcase. After running it for a few minutes to get the filter completely filled, I shut it down, waited 10 minutes and checked the oil... it was just a hair above the "full" hole in the dipstick.
Just curious, did your dealer explicitly tell you "ABSOLUTELY NO SYNTHETIC OIL" in the engine?