For one of my addon domains I want to use mail server from another hosting provider. Is it enough just to create MX records with IP address of that new server for desired domain or I have to make some additional changes as well (DKIM, SPF,...)?
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In general it should just be the MX record you need to change - Best practice says you should also add an SPF record to help reduce spoofing of your domain
@bayshanac The SPF record verifies it's using the correct provider, you'll need to get the proper value from your provider so it'll match up. You can post which provider you're using if you need help finding the info.