How do I use multiple similar email addresses without getting duplicates of incoming mail?

Question

I have a Virtual Private Server and multiple domains and need help configuring Mail to meet my needs.
I use my first name coupled with a domain name for lots of emails.  [email protected], [email protected], [email protected]
The VPS server puts all the emails to john, regardless of which domain, into a "john@(multiple domains)" account.  So, I can download all the john emails without a problem.
However, I want to be able to respond using the [email protected], [email protected], [email protected] return addresses when I click Reply.  If I set up accounts for each, then Mail wants to go and get the messages for each single john account, which causes multiple copies to show up. 
The multiple copies is one issue.
The other issue is how to set up the accounts so I can respond using the different john accounts without having to use the Reply To feature, which is cumbersome.
I hope I am clear enough in the explanation.
Thanks for any thoughts and help.

Answer 1

Alternatively most email providers allow you to set forwarding, so you could forward messages to the iCloud address, remembering to undo the forwarding when you get back. There is usually an option to leave the messages on the server as well, and I should take that.
Of course the vacation response will come from the iCloud address, which might confuse your recipients, but it's a workable alternative if the other email accounts don't provide a vacation response.