Thanks for that, it is a step in the right direction. Under the Mail tab, clicking Mail Settings, has an option "What to do with mail sent to nonexistent users".
This would work, but is subscription wide. I have a hundred domains in my subscription, and it would not make sense to forward all non-existent email from all domains, to one domain.
It would be very useful to have this option on a per domain basis. Likewise to enable email on a per domain basis.