Thanks @anav
That is a much cleaner solution than the one I came up with myself where I added a firewall rule to drop all on port 25 that were not on my source IP list 
add action=drop chain=forward comment="Only mail via O365" dst-port=25 in-interface-list=WAN protocol=tcp src-address-list=!mail-gateway
And just to tell where we are these days… When I had ssh’ed to the router the console looked like this:
08:54:19 echo: system,error,critical login failure for user root from 211.226.10.196 via telnet
08:54:22 echo: system,error,critical login failure for user enable from 211.226.10.196 via telnet
08:54:24 echo: system,error,critical login failure for user shell from 211.226.10.196 via telnet
08:54:28 echo: system,error,critical login failure for user root from 211.226.10.196 via telnet
08:54:31 echo: system,error,critical login failure for user enable from 211.226.10.196 via telnet
08:54:34 echo: system,error,critical login failure for user shell from 211.226.10.196 via telnet
08:54:38 echo: system,error,critical login failure for user root from 211.226.10.196 via telnet
08:54:41 echo: system,error,critical login failure for user enable from 211.226.10.196 via telnet
08:54:44 echo: system,error,critical login failure for user shell from 211.226.10.196 via telnet
08:54:48 echo: system,error,critical login failure for user default from 211.226.10.196 via telnet
08:54:51 echo: system,error,critical login failure for user enable from 211.226.10.196 via telnet
08:54:54 echo: system,error,critical login failure for user shell from 211.226.10.196 via telnet
08:54:58 echo: system,error,critical login failure for user admin from 211.226.10.196 via telnet
08:55:01 echo: system,error,critical login failure for user enable from 211.226.10.196 via telnet
08:55:04 echo: system,error,critical login failure for user shell from 211.226.10.196 via telnet
08:55:08 echo: system,error,critical login failure for user support from 211.226.10.196 via telnet
08:55:10 echo: system,error,critical login failure for user enable from 211.226.10.196 via telnet
08:55:13 echo: system,error,critical login failure for user shell from 211.226.10.196 via telnet
08:55:17 echo: system,error,critical login failure for user guest from 211.226.10.196 via telnet
08:55:20 echo: system,error,critical login failure for user enable from 211.226.10.196 via telnet
08:55:23 echo: system,error,critical login failure for user shell from 211.226.10.196 via telnet
08:55:27 echo: system,error,critical login failure for user root from 211.226.10.196 via telnet
08:55:29 echo: system,error,critical login failure for user enable from 211.226.10.196 via telnet
Crazy… Just 5-10 mins after I switched to the new router. And they keep coming from several other IPs… 