Mail best practice

[taoski]

Hi all.

I have a VPS (panel.mydomain.com) with multiple domains hosting separate sites (mydomain1.com, mydomain2.com etc).

When creating the new domains, it has set the mail server MX record to be panel.mydomain.com rather than mail.mydomain1.com

Is this "normal" or should each domain use it's own mail MX records separately?
I am not sure where this setting has come from as I have not edited any local domain records.