I can answer that one… most of the time, they keep coming. Very few spammers pay attention to User Unknown errors.
Another thing to know is that if you have a wildcard, our system doesn’t currently send a real bounce (i.e., a 550 “reject” message during the SMTP process), but rather sends a fake bounce back to the sender. A reject message during the SMTP process is better because it’s more likely (but still unlikely) that a spammer will notice and remove your address – and it’s also not going to send a bounce message to an innocent bystander – but the “fake bounce” will.
I wouldn’t suggest autoforwarding to spamcop unless there’s some sort of confirmation involved… I’m not sure whether or not there is. While it’s unlikely that non-spam will get in your “legitimate” folder, this creates some risk of generating false Spamcop reports. Creating false Spamcop reports is a bad idea because it makes ISPs more likely to take these reports with a grain of salt, and creates extra work for someone. Spamcop makes mistakes often enough that any Spamcop submission should be reviewed by a real person.