I'm rewiring a a small part of a wall and I'm confused about a combination of the NEC and the products that I'm able to find.

I'm working on a 20 amp circuit (with 12g wire of course). I'm connecting 4 receptacles each in their own box, 15 amp receptacles for normalcy. But the terminals don't seem to accept 12g wire, even on the screws. My first reaction was to make pigtails 14g pigtails, so that the 14g tap goes directly to the receptacle and is not used to feed the rest of the circuit. 12g in the box, 12g out of the box, and 14g inside the box only. 

Is that type of splice allowed, or should I look harder for a 15 amp outlet that can more easily accept 12g wire?