BE-35 pilot flying reported engine roughness during climb. The pilot immediately conducted an air turnback; requested priority handling; and made a precautionary landing at departure airport.

Narrative

Just before XA:00 local time; just after intercepting our intended course from ZZZ to ZZZ1 along the river while leveling out for a planned cruise of 5;500 ft. MSL; I felt and heard an engine roughness. I immediately; within 2 - 3 seconds at most; based on later engine data analysis; started a turnback to ZZZ and while in the turn; [requested priority handling] and my intentions to return to ZZZ if able on CTAF. Previously; just prior to departure from ZZZ; a helicopter pilot announced they were in the area and would stay clear of our intended departure runway in reply to my pre-departure call. I believe it was this same pilot/crew that responded to my [priority handling]" call. They let me know they would call EMS (Emergency Medical Services) for us - my wife and daughter were onboard with me. As such; I opted to stay on the CTAF; though I had both ZZZ Center and Guard both on standby as part of my normal pre-departure routine. I attempted to find a closer landing point using Smart Glide on my G3X and it suggested a small private strip; ZZZ3; which I dismissed as too dangerous; especially at night; and decided if we lost full engine power before we were back in glide distance of ZZZ - we were right on the margins - that I would aim for the river.While these things were happening; I tried increasing mixture; and found it made things run worse. I shut the firewall door; tried each mag individually; and maintained altitude as able until I was close enough to start descending. At one point the engine was only running on three cylinders as we neared ZZZ - the EGT (Exhaust Gas Temperature) was at the bottom of the chart on the others - but we were already within glide distance. During this time; I also set the transponder squawk to 7700. I descended under some power as the engine seemed to be very touchy to adjustments and I was hoping to keep it running. At 3;000 feet MSL the engine wasn't making any appreciable power and was extremely rough; so I decided it was better to shut it down and feather the prop fully to reduce drag. I pulled the mixture; throttle; and prop full back and shut off the fuel selector and positioned us for a landing on Runway XX -winds were reported 160 at 05 on departure; but were by observation calm when we departed. Landing was uneventful and I notified the helicopter pilots/CTAF we were down safely before we exited the aircraft. I left the strobes on for visibility and used my tow bar to move the aircraft off of the main runway surface and waited for the helicopter pilots - the Company Pilots; we found out - to come out and help move the aircraft to the ramp.The engine is a Continental IO-470-N and the failure was a complete separation of the #1 cylinder and the piston itself breaking at the wrist pin. There had been no recent relevant maintenance; and the aircraft annual was completed in Day 0; not long before the incident. Compression on this cylinder was 76/80 cold with no abnormalities noted.I do not believe there is anything that could have been done to prevent this incident. All required maintenance was up to date; pre-flight was conducted; including static run-up; and all engine monitor data indicate parameters were normal at all times during the flight up to the point of failure."