I guess that there will be no problem to fit the wheels from O3 to O2 since all have PCD 5X112 and center hole diameter of 57mm but I am worried about J and ET.

For example, most of the 16" wheels from O2 have J 6.5 and ET50.

"Star" model from O3 have J 6 and ET 48 wich means (if I know well) that the outer rim will poke out 4 mm less than with the O2 wheels.

Does anybody tryed to make this arrangement?

 

From the sizes you've quoted you'll be fine.  The difference will be negligible and I very much doubt you'll be able to tell once they're fitted.  WIth the narrower wheel, the rim will sit approx 4mm further in the arch, but the edge of the tyre will sit out 2mm further because of the difference in offset. 

 

You can check the differences on willtheyfit.com

Edited 11 December, 201411 yr by JulieD