What about using this to send only local recipients to the MX host, and all other recipients directly.
master.cf:
submission .. .. ... . smtpd
-o { smtpd_recipient_restrictions =
check_recipient_access
inline:{{example.com = filter smtp:mx.example.com}}
reject_plaintext_session
permit_sasl_authenticated
reject
}
# Other -o settings as usual
