See my blogpost about using PMG with Hestia. This is a quick and dirty script to get all Hestia mail domain names for all Hestia users into the Mail Proxy Relay Domains list.

First, on Hestia, export all configured mail domains for all user:

for user in $(v-list-users | awk '{print $1}')
do 
 v-list-mail-domains $user | awk '{print $1}' | grep -v -e 'USER' -e 'DOMAIN' -e '------' -e 'Error:' >> relay_domains.txt
done

Get the relay_domains.txt file to your Proxmox master or node server and run the import:

while IFS= read -r domain 
do
 pmgsh create /config/domains --domain $domain
 echo "Added relay domain: $domain" 
done < relay_domains.txt

Done.

Now you can continue with setting up the mail domains settings as described here.