We are in the process of adding this information to our setup documents.
-When implementing FOPE or O365/Live@EDU and you have mail coming to your on premise servers, you need to turn off any SPF checking at your mail server/firewall. The connecting server will always be one of the Forefront Online servers and any domains with SPF configured hard fail will end up getting deleted. Forefront Online has its own spf check so you are still protected.
You are right Van. But the MX Record should Point to FOPE Fornt first. Because i am using Office 365 with my On-Prem Hybrid servers. Currently my MX is pointing to On-Prem. On-Prem Server will decide it that a Cloud user or an On-Prem user. So please update the same in the document.
Thanks,
Vivek.