I've got a Microsoft Live account that is tied to my Gmail address (example@gmail.com). Since sharing documents with people sends emails from example@outlook.com, their replies go to my outlook.com inbox, which I don't check.
I tried to set up forwarding (Options > Email Forwarding) and when I put in example@gmail.com, I got the error 'You can't forward mail to your original address or any of your aliases.'
Which wasn't going to work for me.
So I found a quick hack that worked -- simply change the forwarding address to example+outlook@gmail.com, or e.xample@gmail.com. With Gmail, it will allow you to use + signs and extra dots to help filter your mail. That's it!