[Exim] mail delivery problem

Hi all!

I have registered users on our site. And couple of times a month we send
them the newsletters.
We get back many "Mail delivery failed to that aadress" emails.

What i would like to achive is: automatically check "Mail delivery failed"
mail and unsubscribe the
email, it couldn't deliver to, from our newsletters.

I know i can make a script, which checks a certain mailbox (where the error
emails go) and parse
bad emails from there.

But is there an easier way with exim? Some configuration or something.

Thanks,
Artur