MX only works on the domain as a whole, hence anything to the left of the @ gets delivered to the receiving mailserver. I can always create a few forwarders to other mail services for them if you can't justify their use of an Exchange service. I wish I could accommodate them all on my server for that price, but to be legal i'd need to buy 6 x CALs which would put me at a loss immediately.
Either that or you forward your mail to my service and use my service as your primary service - it'd mean you'd send out with my standard domain as a right hand side of the address though (otherwise you'd fall foul of antispam rules).