Hi,
I'm not too familiar with mqtt, but your monitoring chain seems to be:
device --(push)--> mosquitto-exporter <--(pull)-- Prometheus
Prometheus would have no way of knowing or attaching the MAC address of the initial pushing devices, so it's at least not a Prometheus configuration question. If this is possible at all, it would have to happen in the device->mosquitto-exporter part of the chain, in such a way that each device includes the MAC address in its push to the exporter, and the exporter then exposes the MAC address as a label in the resulting Prometheus metrics. But I know nothing about mqtt or the mosquitto-exporter, so can't answer that part.
Julius