With Exchange 2013 CU 21 (https://support.microsoft.com/help/4099855) or Exchange 2016 CU 10 (https://support.microsoft.com/help/4099852) you can now directly create and manage remote shared mailboxes from your On-Premises Exchange with PowerShell.

Before taking advantage of these new PowerShell commands (see below) you first must prepare you Active Directory (which from my point of view should be executed anyway for any CU you installed)

setup.exe /PrepareAD /IAcceptExchangeServerLicenseTerms

Then you will be able to create or update remote shared mailbox without having to create first on-premises and move to Exchange Online

Enable-RemoteMailbox: [-Identity user] [-Shared] [-RemoteRoutingAddress user@domain]
New-RemoteMailbox: [-Shared] [-Name remoteMailboxName]
Set-RemoteMailbox: [-Name user] [-Type Shared]