I like to use 3-1/2" deep metal old work boxes with the ears reversed. During rough-in, I leave the cable(s) poked out, let the siding aliens place their block and then I cut in a hole during trim out. Since receptacles are almost always near doors, there is a good chance that the sheathing is wood. We don't see Stryofoam sheathing anymore, but that used to be a concern.
I can't remember which brand of metal boxes have a single screw to adjust the ears, but they allow a bunch of adjustment with regard to depth and angle. The siding blocks allow a good bit of flexibility so that you can cut your hole in the sheathing (a Roto-Zip tool is great for this). Adjust the ears on the box, tip it in through the siding block, sneak a few screws through the ears on the box and you are all set.
Most device covers allow for an insanely-large wall opening, so you should be able to cut a large enough opening in the siding block for the box so that to have access to the ears. You'll also be able have it seated against the sheathing to where there is no gap between the box and device and it remains solid without the siding flexing. A bit of minimally-expanding foam seals the deal.
Obviously, this strategy would never fly with high-volume production jobs, but you know what I mean.
"But the guy at Home Depot said it would work."