Suppose we wish to find a non-Lebesgue-measurable set of outer measure $\alpha > 0$.
Take a Vitali set $V \subseteq [0,1]$. We don't know what its outer measure is, but we know that it has positive outer measure, say $\beta > 0$.
Now consider the set $\{ \frac{\alpha}{\beta} x : x \in V \}$. This set is not Lebesgue measurable, and using the below fact we may conclude that it has outer measure $\alpha$.
Fact. Let $A \subseteq \mathbb R$, and let $\alpha > 0$. Setting $\alpha A = \{ \alpha x : x \in A \}$, then $\lambda^* ( \alpha A ) = \alpha \lambda^* (A)$, where $\lambda^*$ denotes the Lebesgue outer measure.
Proof sketch. Note that if $\{ (a_n,b_n) : n \in \mathbb N \}$ is a family of open intervals covering $A$, then $\{ ( \alpha a_n , \alpha b_n ) : n \in \mathbb N \}$ is a family of open intervals covering $\alpha A$, and clearly $l ( ( \alpha a_n , \alpha b_n ) ) = \alpha (b_n-a_n) = \alpha l ( ( a_n,b_n )$ for all $n$. It will follow that $\lambda^* ( \alpha A ) \leq \alpha \lambda^* ( A )$. The opposite inequality can be similarly demonstrated (or else just use the fact that $\frac{1}{\alpha} ( \alpha A ) = A$).