You will need an MX record for each peer that you want to act as a backup.
for example if you have 3 peers mail1.domain.com mail2.domain.com mail3.domain.com
You point the primary MX record point to mail1.domain.com the secondary MX to mail2.domain.com and if you want add a tertiary MX record pointing at mail3.domain.com
Shouldn't all the (peered) MXs be the same preference value? If you have MX 10, 20, 30, then 10 will receive all mail and have re-deliver to 20 and 30, while 20 or 30 receive no MX traffic, only the re-deliveries from 10.
But if all are MX 10, then if one is down, the others will be tried, maintaining load sharing and MX failover.
Len
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