Many fixtures allow for terminations using 90° wire - it's when you use the fixture as a raceway (assuming it's listed/labeled) that the heat becomes a factor and hi-temp conductors must be used. This is something I typically see when running 2 lamp channels(floures.) down a long row.
On RobbiesD's question ~ is the HID fixture as heavy as a ceiling fan? I would be concerned about supporting it on an 8/32 screw.
Mounting the base TO the metal stud using the same type self-tapper that the siding uses would alleviate the weight concern ~ but might not conform to the desired layout.
Using the plywood or unistrut/kindorf method is a great suggestion. If you measure properly, repaired the sheetrock is a small task compared to re-hanging the fixtures in 6 months.
