How can pre-install MX Player as a system app on my custom ROM?
You can pre-install MX Player as a sytem app from version 1.7.29. Follow following instruction;
1. Download MX Player package having no codec from download page.
2. Download proper codec package suitable for running device.
3. Copy MX Player package on /system/app
4. Unzip codec package using any unzip utility. And copy all files from /libs folder (except empty ones) to /system/lib
But this is not the case for MX Player Pro. Even if you purchased a copy, it is only for your personal use and cannot be shipped on the ROM for other person.