MX Record Delegation

[Tom Ho]

Hi Guys,

I want to delegate all emails for my subdomain  "SubDomain.MyDomain.com.au"
to an external mail servers (third party company) in the internet.

eg.:

subdomain.MyDomain.com.au

      MX      10      mail.thirdparty.com.au.
                MX      20      mail1.thirdparty.com.au.


Questions:

Technically, any security and operational issues that should I be aware?


Thanks in advance for you help.

Kind regards,
Tom Ho