In reply to MartinW, since I found his question while searching for my own answer:
I found the documentation here:
http://technet.microsoft.com/en-us/library/d6b37212-1fec-4b47-b4dc-8e1ad43f438a.aspx
That basically hints at the solution:
"
Internal Relay Domain:
To specify that recipients in this domain do not have mailboxes in this Exchange organization but do have contacts in the address book and that mail will be relayed for this domain through Hub Transport servers in this Exchange organization, select this option."
Which states that email for this domain will go through the hub transport servers (standard send connectors); so, set the domain as an internal relay
This is working flawlessly in the test config I have, though a hint: you need an external DNS server manually specified, and probably the external IP or FQDN specified as the reply to EHLO.