Pilot reported engine failure on departure resulted in a return and safe landing at the departure airport.

Narrative

Climbing on ATC-assigned heading of 205 degrees; at 900 AGL; and just after being switched from ZZZ Tower to approach; aircraft experienced significant power plant failure over densely populated urban area. [Requested priority] and turned back to ZZZ. [Requested priority] and was soon switched from Approach to ZZZ Tower. Tower instructed us to enter left downwind for Runway XX but we were unable. Low to the ground and focused on a safe return to the runway; we did not acknowledge that last call. Tower began inquiring about souls on board and fuel load. Copilot started answering those questions as we passed short final and touched down safely after the displaced threshold line on Runway YY. No aircraft conflicts were observed. We taxied off the runway and communicated with ground to taxi to parking.Though the crew briefed this scenario prior to takeoff; the initial heading of 205 degrees over dense urban area left us near zero options for an engine out priority. The freeway beneath us was densely packed with cars and was not an option. The only safe course of action was to land downwind on Runway YY at ZZZ. Gliding to ZZZ1 was unlikely due to distance and lack of thrust. Had we been given a heading more northwesterly or westerly (our destination was ZZZ2); we may have been able to use ZZZ1 for landing. Called ZZZ Tower after the incident to ensure they understood what had happened to us and why we elected to land Runway YY. All ATC controllers were professional and helpful throughout the incident and afterward. Highest compliments to them!