This is more a personal note to myself, but it might be useful if others could find this answer more easily.
The web UI for mailman 3 (postorius) does not correctly implement setting Max Message Size (or the mailman API doesn’t support setting it, I’m not sure which.) In any case, you can set the Max Message Size using the mailman CLI like so:
# mailman shell list@example.com
Welcome to the GNU Mailman shell
The variable ‘m’ is the list@example.com mailing list
>>> m.max_message_size=nnnn
>>> commit()
>>> quit()
According to the documentation max_message_size is in kilobytes (1024) so setting it to 1024 would be one megabyte.
You can display the current value of max_message_size by just typing m.max_message_size in the CLI.