I have just finished the enablement process of DNSSEC and DANE for my domain in Exchange Online, everything went smooth following instructions on Microsoft Learn. Just a note: in the Microsoft 365 Administration portal under Settings > Domains I kept seeing my older MX record value (mydomain-com.mail.protection.outlook.com) and even after a Refresh or a Check health and waiting a couple of hours. I had to logout then login back in the portal to MX record with the new value mydomain-com.u-v1.mx.microsoft, if you click on the MX record you'll see both the older value (those expected by the portal) and the new value marked as correct.
The Exchange Team made a great work!
Thanks a lot.