Microsoft has updated the process to set up DKIM for Office 365. Designed to prevent spoofing attacks, DKIM works in tandem with SPF to attain DMARC compliancy. DKIM lets a company add a digital signature to sent emails in the message header, which allows recipient providers to use the signature as a validation point to determine if incoming mail is legitimate.

To enable DKIM for your custom domain in Office 365, complete the steps outlined here: DKIM for Office 365.