Ok, so maybe I'm understanding something wrong.
From some tests, if I just send the same message to all servers, it would emit this for all three servers:
RCPT TO:<foo@gmail.com>
RCPT TO:<foo@hotmail.com>
RCPT TO:<foo@yahoo.com>
Although it would work accept only 1 email in each MX, I don't want to send invalid requests that I know are going to fail.
Or Mail.dll is smart enough to know where I'm connecting to send only the correct commands?