Is the onpremise secure email server Exchange server? If yes, we could configure hybrid deployment and enable centralized mail transport. You could refer to Scenario 2: MX record points to Microsoft 365 or Office 365 and mail is filtered on-premises
https://learn.microsoft.com/en-us/exchange/mail-flow-best-practices/manage-mail-flow-for-multiple-locations#scenario-2-mx-record-points-to-microsoft-365-or-office-365-and-mail-is-filtered-on-premises
If not, we could create connector to achieve outgoing mailflow: Outgoing: Office 365 (Mailbox sent) -> OnPremise Server -> MX/Internet.
But cannot achieve incoming mail flow completely Incoming: MX -> Office 365 (spamfilter) -> OnPremise Server -> Office 365 (Mailbox delivery)
How did you configure the connectors and rules? And what issue did you get now?
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