Sharing Office 365 Calendar with non-O365 users

This morning I was trying to setup calendar sharing for my personal calendar. My personal domain is hosted by Office 365, and there are lots of articles out there on how to share your calendar. But, when I entered in a user to share with and that user was on a non-O365 domain, I received this message:


I looked high and low for some advice on how to make this work, but couldn't find anything obvious. Then I stumbled across an obscure reference to setting up sharing with Anonymous domains in the Office 365 Admin Center.

1. Login to the O365 Admin Center.
2. Navigate to the Exchange Admin page.
3. Go to Organization settings, then Sharing.
4. Edit the default sharing policy under individual sharing.
5. Add a new sharing rule.
6. Select "Sharing with a specific domain", and enter "Anonymous" as the domain.
7. Save everything, then go back and share with a non-365 user.