I had a user that was an external contractor. He was on a few distribution lists and wanted to receive those emails at his yahoo.com email account. Here is what I did to accomplish this:
I created a contact in Exchange for user1 with an external email of firstname.lastname@example.org.
I then created a user mailbox for user1.
I then went into mail flow settings and the properties of delivery options on user1 mailbox.
I then set to forward to the user1 contact account that I just created by browsing to user1 mail contact.
Now when email is sent to email@example.com it will forward to firstname.lastname@example.org.