Exim should be configured to allow reasonable volume - e.g. don't set max_recipients down to a silly value - and with normal degrees of security - specifically, be sure to allow relaying from 127.0.0.1, but pretty much nothing else. Parallel deliveries and other tweaks can also be used if you like; experiment with your setup to see what works. Delay warning messages should be switched off or configured to only happen for non-list mail, unless you like receiving tons of mail when some random host is down.