Unfortunately after reading through https://github.com/discourse/discourse/blob/19e3b3b1bce96787e27dd59c424605a43c7bf5db/lib/email/message_builder.rb I don’t think you have a reply-key or even reply email address discrete var to use.
Maybe for the first few month add a generic link for “Getting the best out of your email experience” and add that to the bottom of all the emails. You can put a full cheat sheet there including explaining about various user settings etc.