I doubt anyone can definitively answer the question as phrased, as there are too many ways to set it up.
The ony MX record that matters must be changed in the nameservers for your zone - so this will dictate where you change it. You should note that domain records to not immediately change everywhere when you click the change button (or equivalent) - rather this starts a process which can take a while to complete [ depending on the setup in the DNS, but typically 1 day ]
One of the things you may be able to do is to provide an MX with a higher priority (ie lower number) then the current one, which may, or may not [ depending on your DNS ] encourage the use of the lower MX record. Remember to remove the old MX record though, or some mail may get misdirected.
It is very unclear what you are asking or indeed trying to achieve. Please can you [edit] your question to clarify? – Burgi – 2016-08-18T20:31:48.820