So SparkFun's documentation on it's "IMU Breakout - MPU-9250" (although it's lacking the BMP280 of GY-91, it's a start) looked good in it's Hookup Guide and it's SparkFun_MPU-9250_Breakout_Arduino_Library repo.

In no particular order:

• The Nokia 5110 display wasn't working because I didn't set `#define LCD true` which isn't documented (#AlwaysReadTheCode) but the Pro Mini seems just not quite up to running it ("30692 bytes (99%) of program storage space", "Global variables use 2089 bytes (102%) of dynamic memory". Perhaps I could rustle up those 41 bytes...?
• Turns out I have an MPU9255!,  with a "Who am I" of 0x73. More about that below.
• The MPU9250 lib they include a fork of incorrectly defines the `WHO_AM_I_AK8963` register as 0x49, while it's actually at 0x00.  The value is still 0x48 though.
• I saw a comment about pulling NCS (Chip Select) high, but that seems to be only for SPI?

The MPU9255:

The InvenSense MPU-9255 is a System in Package (SiP) that combines two chips: the MPU-6555, and the market leading, 3-axis digital compass [still seems to be the AK8963C] with an on-board Digital Motion Processor™ (DMP) capable of processing complex MotionFusion™ algorithms.

While the code now runs, I'm getting what seems like inaccurate/wildly fluctuating results - or so it seems to me - it stills motionless on my desk.

The MPU-925x code mentions being Teensy 3.1 compatible (that may only be because of the 3.3V of the module though) - which should be more than sufficient to run the display (so as to avoid being tethered to the laptop for the Serial Monitor), and I have a 3.5, so I guess I'll be converting the example to use that board, and install Teensyduino.