You need to filter the mail so it doesn't go to your Inbox at all. If it reaches your inbox the BES still gets notified. The process mail delay reg key is to allow SPAM filters to scan the message first but if it reaches your Inbox then gets dumped into Junk Mail it will reach your BB.
You need to filter these messages at the global level or set up a filter to stop it from reaching your Inbox.
This filter works well for me: Configuring Email Clients for Spamassassin
That's the best I can think of right now.