I am curious about this myself. The code says "the equipment grounding conductor shall be permitted to terminate on grounding terminals on the transformer, ground-fault circuit interrupter, clock-operated switch enclosure, or an outlet box used to enclose a snap switch."
When I did my pool I ended up with a second unspliced EGC to the listed J box and ran a regular one to the box with the switch and GFCI receptacle. I suppoose you could loop the wire through the ground terminals on the box and switch unspliced but I am not sure how you can splice on a single screw.
A related question, if there is room in a box, can you use a regular "busbar" kit like you use in a panel for your grounding connections? I have seen it and I let it go because it seemed better that a cludge of wires under a wirenut but I doubt it is used as listed and per manufacturer's instructions. (there goes that "L" word again)
It really does make a neater job in one of those 3 and 4 gang boxes.