You can use routing filters to set check-gateway, routing-mark and other parameters for DHCP routes:
/ip dhcp-client
add default-route-distance=33 interface=<name>
/routing filter
add chain=dynamic-in distance=33 set-check-gateway=ping set-distance=1
Distance 33 is just some unique value to identify the route. Direct options in DHCP client would feel more user friendly, but this works too.