[Exim] cyrus user+mailbox@domain.com delivery

I am using Exim 4.24 with Cyrus 2.1.17 and I don't know how to configure
Exim to send to mailboxes with the user+mailbox@??? format.

I've seen a few posts that user cyrus_deliver as the transport, but my
configuration is using LMTP:

local_cyrus_delivery:
driver = smtp
protocol = lmtp
hosts_override = true
allow_localhost = true
hosts = 127.0.0.1 : mail : mail.mydomain.com

Also, I am using unixheirarchysep = yes (so '/' instead of '.' as delimeter)