There's a few ways I can think of (potentially license dependent).
1. You can configure the clients to point to the MX for DNS resolution. You can then point your MX to the Umbrella Virtual Appliance as its resolver. The downside of this is the VA will log that all requests come from your MX rather than individual clients
2. You can integrate the Meraki MX directly with Umbrella. This allows the MX to send internal domain lookups to your internal resolver, and public domain lookups to Umbrella.
Manually Integrating Cisco Umbrella with Meraki Networks - Cisco Meraki Documentation
3. More of a hack job method, but if there's specific domains you want the MX to have resolution for to allow your rules to work, you can setup one computer to periodically send DNS requests for those domains out to an Internet based resolver so the MX can observe those lookups.