You must ( somehow ) insure that the MF process never abends.
That may entail having to validate every incoming field ( e.g. numeric fields only contain numeric data, etc. ); examining and dealing ( appropriately ) with every file status code; planing for, and dealing with every table look-up result ( e.g. not-found condition ),\; if CICS, insuring that every possible CICS error is HANDLEd so as to prevent an actual abend, etc.
"Bad" messages should be discarded and some kind of response posted into the response queue to indicate that an error has occurred.
IF the MF process is a CICS transaction, it may be necessary to end the current thread and re-invoke the transaction to handle subsequent messages ( if any ) - e.g. EXEC CICS RETURN TRANSID(xxxx).