After all this time, i answer for us by myself lol, it work fine like OnePlus method (keep Root after a local update/On the Fly /OTA), i have succesfull update EEA 12.5.2 Rooted/Unlocked to EEA 12.5.3 :
1/ Download the Local Update :
here
Be sure to update from the same branch, EEA/EEE to EEA/EEE, Global to Global, CN to CN, if update is not the same branch upgrade will be not granted.
2/ Put the Local update *.zip in a folder on the root storage folder, i create "downloaded_rom" folder
3/ Now, Settings > About Phone > Open 12 Logo MIUI Version / Updater > Click 3/5 time on the MIUI 12 logo, you will see message "Additional update features are on" > click three ticks on the right corner > you have now access to a local upgrade option "Choose update package" > choose the Rom *.zip update path (so for my "downloaded_rom" and click update. If Archive is good (CRC) and same branch, MIUI will asked if you want upgrade, click YES
4/ After some minutes installing, come the finalizing state and just after MIUI purpose reboot system, DON'T REBOOT, WE WILL UPDATE BOOT.IMG ROOTED NOW
5/ Open Magisk > Install > Install to inactive Slot (After OTA) > Let's Go (Boot.img will be patched) > Success
6/ You can reboot, after unlock PIN / etc, waiting 30 secondes for upgrade / cache finish (when data carrier is back), go in Magisk, enjoy ! You have keep root and all your access/Modules