Implementing Inbound SMTP DANE with DNSSEC for Exchange Online Mail Flow

Ian: We will be deleting the mail.protection.outlook.com A record. We haven't seen customer demand for 2 MX records for the same Accepted Domain and therefore don't want to maintain an A record that is not being used. 

IanMcDonald Will this change be immediate? As in, would the deletion of the old record happen immediately after the creation of the new one?
We are thinking about properly implementing this change from the static mail.protection.outlook.com to the dynamic usage based on Graph API. However, if this is inside a 3rd party SMTP relay, we are talking about millions of emails per hour going through for one Exchange server. We need to know how the transition is going to be handled, so we implement it accordingly. If we always query graph API to immediately detect the change, in each SMTP session, that will easily reach the limits and definitely be too much. If we cache it or query hourly/daily, there will probably be messages lost between the change and the new value being retrieved. Having 2 MX domains for a short time while the migration happens would probably make it easier. 

However, in general, the question is: how is exactly the migration going to happen and what do you recommend as the most reliable way to handle it inside a 3rd party relay server in this scenario?