Currently the supported way to do 10-gig between a QFX5200 and an MX240 would be to use QSFP+ SR4 optics on the QFX side, and then do optical breakout to anywhere from 1-4 SFP+ SR optics on the MX side. Technically there isn't any particular reason you couldn't use one of the DACBO (direct-attach breakout) cables, but Juniper doesn't qualify any DAC cables for the MX product-line, so it would be unsupported. There is no reason you have to use any paricular number of the broken-out 10-gig ports, using one or two would be fine.
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