1.Change user UPNs to onmicrosoft.com. Always do that step first, before starting removal of email addresses. The step can be easlily automated.
2.Remove email addresses containing vanity domain from user mailboxes, mail users, groups. Again there are scripts on the internet that allow you automated removal.
3.Then in the admin center, go to the Settings > Domains page, select the domain that you want to remove.
For More Details: Office 365 Tenant to Tenant Migration: Domain removal techniques
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