You don't need a box, it is allowed to be done by 410.14(A). If installing over a box, a quick look at 410.14(B) is in order. As you need to cut a large hole in the fixture to allow access to the j-box behind it.
Going through metal I would use a nipple or conduit to go through the metal, once inside any wiring method you see fit, and code compliant.
