My mail handing is waaaaay beyond the scope of this discussion. :) Suffice it to say, the "right" way to do this is to have real addresses that deliver to your real email box(es), and a "wildcard" email address everything else gets delivered to. I call one of mine "lostandfound@mydomain.tld"

Because otherwise, yes, you bounce back the spam emails to the apparent source – which is usually an innocent bystander (joe jobs), so that's kind of antisocial. Also, it can be a highly valuable source of spam to train your spam filters.