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Ideally, you should add a NULL MX record alongside every A or AAAA record along with an SPF record. However, all that really matters is the top-level DMARC policy for the domain. SPF hardly does anything by itself. It's DMARC with a reject policy that prevents spoofing emails.
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So, definitely have a p=reject (or at least p=quarantine) DMARC record for every domain. If you want to be a perfectionist, add the NULL MX and SPF records for every single A or AAAA record but... those don't do much. NULL MX just gives fast fail which is nice for mail servers.
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