If I understand correctly what you want is split tunnel. You want the internet traffic to go to the local WAN of each MX device. And the traffic in between the subnets of your sites over the VPN.
Yes this is possible. Seeing as you want mesh, make all your MX's "Hub" and don't add an exit hub.
https://documentation.meraki.com/MX/Site-to-site_VPN/Configuring_Hub-and-spoke_VPN_Connections_on_th...
Keep in mind that with a mesh setup the number of VPN tunnels need goes up really quickly. Make sure your MX's have a high enough number of supported VPN tunnels to handle the number needed. How many branches does your client have, and how many uplinks does each MX use?