Forwarding M365 Group to External Email

The trick is to use the message To box condition instead of the recipient. Otherwise it will give this error:
Error executing cmdlet: |System.ArgumentException|SentTo predicate does not allow distribution groups. 'somewhere@yourdomain.com'. Exception of type 'Microsoft.Exchange.Management.PSDirectInvoke.DirectInvokeCmdletExecutionException' was thrown.

1. Go to the Exchange admin center
2. Go to Mail flow > Rules
3. Click Add a rule > Create a new rule
4. Name the rule
5. Apply this rule if The message To box contains this person
   The To box contains 'somewhere@yourdomain.com'
6. (optional) Click + to add more rules if needed, for example:
   And The sender is external/internal
   The sender is located 'NotInOrganization'
7. Do the following Redirect the message to these recipients
   Redirect the message to 'elsewhere@external.com'
8. Click Next
9. Change settings as necessary
10. Click Next
11. Click Finish
12. Click Done
13. Click on the newly create rule in the Rules list
14. Toggle the Enable or disable rule setting to Enabled

That's it!