the only way, I see to avoid this is to provide different priority to your MX records.Is there a solution to this problem, other than disabling greylisting in PMG?
abc.com    IN    MX    10    pmg1.abc.com
abc.com    IN    MX    20    pmg2.abc.com
abc.com    IN    MX    30    pmg3.abc.com
It has its own "cons", but may speedup mail delivery in your case.