Question MX Records for Domains on a Plesk Server

[toptronix]

Hi,

I would like to ask if someone can help me to answer the following question:
What is the best practice to set the mx record for all the domains hosted on the same plesk server.

For example:
Plesk server Host: mail.example.com
Reverse DNS Record: mail.example.com
The Domains hosted on this server: domain1.com, domain2.com, domain3.com, etc.

Is it now recommended looking at blacklisting and general mail policies
That we set for all the domains mail.example.com as MX record instead of mail.domain1.com, mail.domain2.com, mail.domain3.com, etc?
mail.domain1.com, mail.domain2.com, mail.domain3.com is the default configuration generated by plesk.

Thanks
Regards
Chris