The other M series bodies (such as ME, MV, MV1, ME Super, etc) are narrower than the MX. This is because they use a different shutter - the MX shutter mechanism is a development of the Spotmatic/K series one with cloth blinds. The other Ms use an electronically controlled metal leaf shutter which is presumably a development of the one in the K2.
If you find an MX too small then it's worth trying the winder. Pentax made two, one takes AA batteries while the other is more professionally oriented with a separate battery pack and higher frame rate. I have the AA type and it does improve the handling, although if you're planning to put the camera aside for a while between rolls you need to remember to release the shutter using the button on the camera - the winder will keep the shutter cocked which doesn't do the springs any good if left for long periods. Mine feel fine with an SMC Pentax 200mm f4 on the front and the winder underneath, and you can still fire the shutter with the winder switched off if quiet is essential.