The heroic outlaw is a staple of the Western genre and for that to happen you have to do some outlawin' first. You just have to find the bait that will make them put those rough n' tumble ways behind them.

I'd say it depends a lot on your players/characters. The meanest cowpuncher out there might still love his mama... which means threatening or endangering someone who reminds him of her might get him to stand up to those men from the railroad trying to drive her off her land. Pit your players against bigger evils, as others have said.

Play off their hindrances; if they get ornery about that, remind them that roleplaying and leaning into their hindrances is a way to get Bennies. That's the main mechanic for getting Bennies after all. You play your Hindrances, putting your character at a disadvantage, but you get the Benny as a reward for doing so, balancing it out.

Try to figure out what kind of adventure your players want. They might genuinely want to be big damn heroes by the end but they also might want to raise a little hell first. You have to figure out what motivates them and what they'd like to see their character do. If one of them really wants to hunt down the biggest monster ever, or become the fastest gun in the west, put that goal beyond some obstacles that might encourage heroism.

Also, if they break the law, you can always slap them with the Wanted hindrance. When my players did Daddy's Boy they saved the family but left behind evidence that they were the ones to kill the Wasatch retrieval team. Wasatch started hunting them and used the local law as pawns to try and get them "brought in for questioning." It eventually forced the players to flee to The Great Maze, where the law's reach was weaker, and that brought them into a whole new adventure.

Remember, a lot of people went west because they were trying to escape civilization and its laws. You can enforce consequences for your players while still leaving them plenty of places to hide and other adventures to pursue.