If you hold the tenant in a object an associate the users with the tenant, you could create an admin user that also is part of a tenant. The allow the admin to switch from one tenant to another and you’re done.
This will however not work for the build in MxAdmin as this is not stored in the user entity. If this is really needed you could setup the association to the session entity and in the entity access make sure the MxAdmin rights to data follow the path to the tenant via the session and allow the MxAdmin to change the relation to the tenant from the session object.