[exim] Consider local_domains only if DNS matches

Hi.

I'm driving a small web hosting company. We usually set up our customers'
mailboxes before their domains are transferred to us so that there doesn't
arise a failure of mail between the transfer and the mail setup.

Unfortunately, if I send an e-mail to a customer in this situation (mail set
up, domains not yet transferred), Exim delivers the message to the mailbox
set up on our machine, yet the customer can only receive it after the
transfer is done.

So, how do I configure Exim to only deliver mail locally if the domain is in
local_domains AND a DNS lookup confirms that our machine is in the MX
records of the domain in question, hence serving the domain?

Thanks!
Peter