Which domain mail server should I use ?

Hello,
I have a server with SD-xxxx.dedibox.fr as hostname, and several domains hosted on it. Each domain has DKIM/DMARC enabled, and a SPF record based on the template of the DNS template of Plesk :

v=spf1 +a +mx +a:sd-xxxx.dedibox.fr -all

Can each domain use its own mx for IMAP and SMTP, or should I use the hostname ? The first solution would be easier, since I can keep the original hostname, and don't have to change it for one of my domain.