i will be protecting a chain of outlets in my unfinished basement through a GFCI in the first box from the panel. must that GFCI be in its own box? i would like to put a duplex in that box also but that will mean using 3 wire pigtails (1-load screw on GFCI 2-duplex sharing the box 3-wire out to the next box on the chain)

the schematics on the instructions dont show this type of setup.
is this ok?
BTW-using 4"sq boxes 2.25" deep

thanks