Edit in response to your edit: no, you can't. For more details, read on...
MX records are designed so that you can have several; they contain weights as well as hosts, as this example shows:
[me@risby ~]$ dig mx mathworks.com
[...]
;; ANSWER SECTION:
mathworks.com. 10800 IN MX 15 mxin3.mathworks.com.
mathworks.com. 10800 IN MX 10 mxin1.mathworks.com.
mathworks.com. 10800 IN MX 20 smtp.mathworks.co.uk.
The weight is the number after the MX and before the hostname. A well-behaved sending MTA will try the lowest weight one first, then fall back to higher weight servers if the lower ones can't be reached.
What those various servers do with the mail is up to them and their admins. In the old days, the higher-weight ones were usually just queueing servers; they only received deliveries if the main (low-weight) server was down, and held them in queue until the lowest-weight one came back up, at which time all queued messages were delivered in a burst. This interferes with some kinds of spam-filtering, and I think is not as common as it used to be.
If you have some kind of shared-storage back-end, then you can use multiple same-weight MX records to have mail delivered to the back-end storage via multiple front-end relays, for redundancy.
So it's really up to you. But however many servers you have, and whatever weights they have, a sending MTA should deliver any given message to only one of them; once it's been received by a valid server, it should be deleted from sender's queue, and that's it.
