B737 MAX Captain reported turning back to departure airport after experiencing failure of the Captain's window outer pane.

Narrative

This report is to document our diversion back to ZZZ. At FL 340 we encountered a window overheat light followed by a loud POP. The loud pop was followed by about a dozen cracks across the Captain's front windscreen. The First Officer and I agreed that we would prefer to return rather than fly another four hours to ZZZ1. The Captain talked with Dispatch and Maintenance while the First Officer talked with ATC about turning back to the east. Initially we asked for divert to ZZZ2. After calculating a rough fuel burn we consulted with Dispatch and Maintenance; we slowed the aircraft down; descended to a lower altitude to reduce the pressures on the Captain's window. We did not [request priority handling] as it was the outside window pane that was cracked; not the interior window pane. Our weight was over the max structural landing weight; so instead of holding we decided to burn the fuel down as we changed the diversion field to ZZZ. This allowed us to have more opportunity to check landing distances and max brake cooling procedures. In hindsight; we should have clarified our ask with ZZZ1 Center and ZZZ Approach as we did not require holding to burn the extra fuel. Instead; we descended to a lower altitude and lowered the gear down to burn fuel more quickly and land sooner. Landing at ZZZ was uneventful and the aircraft returned to Maintenance.