My understanding of how O365 works isn't the greatest. @scottalanmiller may know more about it.
When you create your O365 account you by default get the domainx.onmicrosoft.com account. There is no way around it, and no way to remove it.
Once you add your domain, and point your MX record over does it 'matter'. Your domain has to be verified to be added to the MS servers prior.
While I'm still in transition, mail to [email protected] will reach the user, as would [email protected] (in my case via the migrate script).
If you have Multiple domains in your 'tree' I don't think that would matter. It's just an add on and still goes 'through' domainx.onmicrosoft.com
I think.... In theory.