Find common keys in at least two dicts
This implementation is fine. It's easy to read and it works well.

A minor optimization could be to use an auxiliary dictionary to track the keys seen so far, in order to avoid an extra iteration to create the final result. But I don't think this is really important.

seen = {}
common_outliers = {}
for outlier in outliers:
    for idx, feature in outlier.items():
        if idx not in seen:
            seen[idx] = [feature]
        else:
            seen[idx].append(feature)
            common_outliers[idx] = seen[idx]
print(common_outliers)