Add this to the transports section of your Exim config file, i.e. somewhere between the first and second ``end'' line:
mailman_transport:
driver = pipe
command = MAILMAN_WRAP \
'${if def:local_part_suffix \
{${sg{$local_part_suffix}{-(\\w+)(\\+.*)?}{\$1}}} \
{post}}' \
$local_part
current_directory = MAILMAN_HOME
home_directory = MAILMAN_HOME
user = MAILMAN_USER
group = MAILMAN_GROUP