I just pulled the knockout, positioned the fixture, marked the hole, drilled large enough to clear the clamp, pulled wire through a NM clamp in the knockout and mounted the fixtures. Code or not, I saw no need for punching 14 holes in the ceiling and installing old work boxes for a single drop of romex to a light. I could see doing that if I was mounting the fixture TO the box.
Also - depending on how permanent your lighting layout is - would be to feed one fixture then come out the side with MC cable and feed subsequent fixtures. I did that in the car parking area because I knew I'd be moving things sometime in the future. The two post lift will be the future and I'll be moving at least 4 fixtures.