you can achieve this by routing all email traffic through your on-premises infrastructure. There you can place a mailgateway which performs email address rewrite.
If you do this, you must also ensure that replies to these addresses will be delivered correctly, so this gateway must receive the mails and rewrite them for incoming mails to the O365 smtp addresses of the users to ensure they are routed to the right persons. I am sure there are many gateway solutions which are able to do that, I personally prefer the iQ.Suite because it has other features, too, e.g. Antivirus, Antispam, encryption, ...
This above is a highly complex scenario.. Isn't it an option to create this person a mailbox in the other tenant? Tha's much easier and you don't have these routing issues.
