I can only think of two choices:
Keep it embedded in your script, but to keep maintainable(few megabytes means your editor might not like it much), you put it in another file. And add a compilation step to your workflow to concatenate it. Since you are adding a compilation you can also uglify your script so it might be slightly faster to download for the first time.
Get it dynamically using jsonp. Put it on your webserver, amazon s3 or even better, a CDN. Make sure it will be server cachable and gzipped so it won't slow down the client network by getting downloaded on every page! This solution will work better if you want to update your data regularly, but not your script(I think tampermonkey doesn't support auto updates).