Can you reply from the aliases? If you're using a service provider, can you share which one you use?
I set star@hi.example.com as a catch-all and then have a rule that, unless otherwise categorized elsewhere, anything sent to star@hi.example.com is automatically filed into a "Catch-All" folder.
With Fastmail, I can set a reply address that matches any of my aliases and * (star) works as expected, it matches anything, so I can just create a sending identity in Thunderbird as, say, mybank@hi.example.com without having to go into Fastmail's control panel and do anything else.