How do I disable the Cloudflare proxy for specific DNS records?

In the Cloudflare DNS settings for your domain, locate the MX, TXT, and CNAME records you've added for Mailgun. Next to each record, you'll see an orange cloud icon. Click this icon to change it to a grey cloud. This disables the Cloudflare proxy for that specific record, allowing Mailgun to directly verify it. Ensure this is done for all Mailgun related records.