Follow up from a conversation with @faidon.
As routers already have "load-balance per-packet" configured. The only needed step is to add the statement "link-protection" under 'protocols ospf <interface>" for each cross DC links (most likely to get cut).
Then confirm the correct backup route is properly installed by looking at "show ospf backup spf" as well as "show route forwarding-table destination xxx".
We could also lower the BFD timers (currently waits for 3*300ms to consider a link down) to speed up failover on the MX routers. Depending on how fast we want failover to happen.