Yes, create the VLAN on the MX, and then include that in Allowed VLANs on the uplink port to the MX on your MS.
You only need to enable DHCP if anything in your Mgmnt VLAN is configured for DHCP. Personally, I assign all Meraki devices static IP's in the mgmnt VLAN.
The only other reason you would enable DHCP was if you wanted to use the MX as the DNS server in that VLAN or any reason, in which case you just configure the DNS nameservers to "Proxy to upstream DNS" and reserve the entire IP range covered by the subnet. Again, I don't use the MX for DNS on the management VLAN, I configure the devices to use Google (8.8.8.8) and OpenDNS (208.67.222.222).
Hope that helps.