Thanks maxie
the mail is in the correct format as in your example ((for example "1370595007.M185386P29045.mx3.my-domain.com,S=1946,W=1989:2,S"), only the my-domain.com bit is different. My current mails have server1.domain.com in them and I am moving them to my mx.domain.com server.
Will do a test transfer like you recommend and see what happens 
Cheers