It looks like there's an issue to do with receiving email in to SharePoint for LazyApproval after installing this CU:
http://blog.christian-heindel.de/2012/05/01/april-2012-cu-causing-problems-with-incoming-e-mails-in-sharepoint-2010/
The above link has a solution for fixing the issue for mail enabled lists/libraries but it my case the error I'm seeing in the ULS logs about receiving email to the central admin site (since I suppose that's where Nintex runs) and I'm not able to set a quota on this through the central admin site.
Has anyone else installed this CU and seeing this issue? Might there be any other workarounds pending a fix from Microsoft?
See also: http://social.technet.microsoft.com/Forums/pl-PL/sharepoint2010setup/thread/a82e1a6f-4184-4815-9f46-4009a5341bfd