Migrating Sophos central email gateway from internal exchange to O365

Hello,

we are migrating from internal exchange to office 365 and we already use Sophos central email gateway to filter mail to our internal exchange server so this should be a pretty straightforward switch but I want to make sure we don't miss anything. based on what I reading all we would need to do is change the internal destination to point to ourdomain.mail.protection.outlook.com to get mail flowing since everything else is already done from our initial setup outside bypassing the EOP for office 365, restricting delivery IP's and configuring the secure connector correct? I see there is a Connect link beside every one of our domains under O365 connection do we need to do that as well?

thanks in advance.