[Exim] Setting sender address to non-empty for bounces

Hi,

First of all, let me precise I am not really a sysadmin or highly skilled in
MTA config, just enough for what I need to do, and what I need to do is
simply run a bare-bone version of an smtp server, so that I can relay my
newsletter locally without using my host mail server for that.
The reason is that this list is pretty big (about 12,000 recipients) and
updates need to be sent quite often... Using my host's smtp server doesn't
seem like a good idea, since I also need reasonable speed (batching over 3
days is not an option) and sending this kind of mailing over 2 hours
definitely hog, possibly kill, their smtp server... Oh, and just so you
know, this is not spam (I'd have long been kicked out from my ISP), this is
an opt-in list with numerous ways to unsubscribe.

So... My problem is that I just set up a new solution involving a perl
mailing list software and exim to do the relaying. Since I don't want to run
a real mail server, I only use exim for outbound and all error messages are
supposed to be sent to a remote server.
It seems to work fine as long as the recipients are good, but bounce message
are all rejected by my host's remote server because of the empty sender
address.

Now, I know this is normal RFC behaviour and I don't get why they are not
following them. I emailed them about it, but given the size of my hosting
company and the matter, I can perfectly guess they'll simply tell me this is
the way it is (probably to avoid spam) and ain't be changed anytime soon
just for me.

So, I would like to configure exim to use a non-empty sender field for
bounce (something like DAEMON etc)... I *know* this is not RFC-compliant,
but given the problem, I don't think it matters much: I use exim as a stupid
relay and *all* the bounce it will ever have to deliver are all to the same
address: the one I set for my mailing list. So I can't see any potential
downside to doing this on my specific configuration. On the other hand, I
see an easy fix for a tricky and urgent issue...

Tell me please that there's a way to do this (no matter how hackish...)

Thanks in advance!
--
Dave