OK! I've finally found a way to do what I need  , namely, discard mail to all but certain addresses WHEN and only when the domain name is included in the To field. (The when condition is to continue to receive BCC mails which don't have your address in). You might want to use this when you have specified a catchall default address for your domain but only want to receive mail for certain addresses without the hassle of creating accounts for them all.

And it's all done with one filter rather than the sequence I originally anticipated.

It requires going quite deep into regular expressions with 'negative lookbehind'.

Basically the syntax I'm using is:
This matches everything except mail WITHOUT domain.com (probably BCC) and address1@domain.com, address2@domain.com and address3@domain.com.

If you're unfamiliar with RegEx, you need to put a backslash before '.' because otherwise it will be interpreted as a wildcard so if you're, say,  .co.uk. it's \.co\.uk. OK?

Note that as it stands, this will allow through not only 'address1' but also 'xxxxaddress1' and 'yyyyaddress1', etc. This suits me but you might want to try to narrow it down still further.

On the filter page, Select Filter 'To' that 'matches regex' and put in your expression. Then select discard for the destination.
I suggest testing it with a forwarding address as destination first so you don't lose anything. If you use a forwarding address in the same domain make sure you add it to the list of allowed addresses.

This expression makes it relatively easy to add addresses as needed.

Maybe someone will find this useful. I know I do. I've collected 6,190 spams in less than three days.