If I am using dbm files for data that Exim reads, can I rebuild them on the fly, or do I need to restart Exim every time I make a change?

Exim re-reads the file every time it consults it, so if you are using a cdb or a DBM library that uses just a single file (i.e. not ndbm), you can just build the new file with a temporary file name, and use mv to rename it into the correct place on the fly. If there are two files to rename, there is a window of time during which the DBM database is inconsistent. On lightly loaded systems this may not matter.