It really depends on your DHCP client. If you are using ISC dhclient, then check out
dhclient.conf(5) and dhcp-options(5). There are a whole bunch of settings with 'MTU' in the
name... I have no idea what any of them do however.
My point is that it is up to your DHCP client to configure your network interfaces in the way
you want; it has nothing to do with NetworkManager. :)