If you only have one mx it could be plugged into either, but generally I would prefer in the switch.
What is your existing configuration? Is there a reason you don't want to just replicate that? I.e. if you are moving your PC vlan from a router to a mx, you'd move your voice vlan the same way. That would be the simplest thing I would do in such a situation.
If you have IP phones you should have a voice vlan, but you also may not want to try doing too many changes at once if there isn't one now and everything is working.
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