[Exim] lowest numbered MX record points to local host

Recently, many admins decided to change A records of mail servers to
127.0.0.1 in order to disable mail for those machines. I consider that
to be a sick solution, but I can't change it.

Any idea how to bounce mails if the best preference MX record resolves
to 127.0.0.1? It would save me from quite a few frozen messages.

Michael