Once you change the MX record, our mail servers aren’t configured to accept the mail locally anymore.
What you need to do in this case is leave the mail service active, and then have support manually set it so that our MX isn’t generated but so that the mail service is still active… then they can add the necessary MX record by hand. There’s currently no way to do what you want to do here directly from the panel. If you put in a support request with Attn to Ralph, he should be able to get you setup.
Also, you can’t count on being able to send back to the host for “mail.example.com”. You’d want to configure it to send to one or both MXs (on our side) for the domain - mx1.postal.mail.dreamhost.com and mx2.postal.mail.dreamhost.com in this case. Even this is not guaranteed to work forever - it probably will, but we don’t officially “support” configurations like this.