I currently have my domain on CloudFlare which is set-up with my one and only mail server, what i want to do is make so the new incoming mails are saved on both my main and second server, i read on another "question" that it is do-able but i want to make sure.
Sorry but that's not how it works. The secondary mx record is meant to serve as a backup server if the other mailserver can't contact the primary one, and mostly they just hold the mails before the primary comes back up to receive the messages stuck on backup mailservers. This solves the problem when somebody sends you message and hours later gets the message that their mailserver cant contact yours.
The thing you may wanna do is set up your mailserver to forward a copy of each received email to another mailserver and that is based on what kind of mailserver are you using.
Typically, what happens in larger deployments is that the SMTP servers are separate from the mailbox server(s). Based on the wording of your question, this isn't precisely what you're picturing. (It sounds like you're picturing two all-in-one mail servers that mirror each other, including in content.)
When planning your email infrastructure, you probably want to decide what roles you want to have redundancy in--it sounds like "all of them"--and plan accordingly.
With MX records you can instruct a sending mailserver both that you have multiple incoming mail servers as well as request that in case one is not available for delivery it should try delivering the message to (one of) the alternates.
What will not happen is that the sender will send multiple copies of the message, one to each MX record, in the hope that one will eventually reach the intended recipient.
Duplicating incoming emails for backup and auditing is something that you will need to do in a different way.