I started this post and want to update it.
An eBay seller named GolfSalesKing gave me his phone number and I called him and asked him several questions. He said his clubs, shafts, grips, etc., are authentic. The iron set (Mizuno MP-53) would have a serial number on it and yes, I could call Mizuno. I asked him where he got the heads for the clubs, but he wouldn't tell me.
In regard to calling Mizuno he said something that baffled me — "If you call Mizuno and give them the number, don't tell them that the clubs are new."
Today I called Mizuno US and asked them about this statement. The Mizuno rep said the guy could be buying the components from Mizuno but he can not sell them as new because he's not an authorized dealer.
Maybe I'm missing something or didn't understand something, but it seems if Mizuno wants to protect their brand they wouldn't do this.