Enhanced Filtering for (CSE)Connectors

One of my customer is using the Cisco Secure Email as their default gateway with a connector into M365. They would like to enable the enhanced filtering on the connector to improve their anti spam/malware protection.

Enhanced Filtering on the “Inbound from Cisco Secure Email” connector:

https://learn.microsoft.com/en-us/exchange/mail-flow-best-practices/use-connectors-to-configure-mail-flow/enhanced-filtering-for-connectors#use-the-microsoft-defender-portal-to-configure-enhanced-filtering-for-connectors-on-an-inbound-connector

Do you know if there are any caveats adding a few mailboxes to the policy to test the behavior before they cutover the entire enterprise?