Surface-mounted Electric Circuit (conduit) - do I need a junction box
All you need is a box with enough space. Using a box that you actually need anyway and sizing it to have adequate room for the wires and devices is both simpler and less expensive, generally.

I also don't see a point to removing the existing GFCI - just run everything new off its load terminals, you'll not regret having an outlet there at some point in the future. Put a box extension ring on it to bring it out for ease of conduit connection, if you like. There's no need to add any more GFCIs to the circuit - if you have another circuit, sure, but if a GFCI is the first thing on a circuit, and everything else is on its load terminals, everything is GFCI protected, at no extra expense.

The three gang has (countable) 3 hots, 3 neutrals, 1 ground (or 0 ground, depending on your conduit), 3 yokes (that count for 6 wires) If you are actually using conduit, yay, no clamps to count.

12 or 13 wires to count (wires that don't leave the box are free - not counted) presuming 20A circuit and 12 Ga wire, 2.25 cubic inches per "count", minimum volume 27 or 29.25 cubic inches depending if you have ground wires (all of which count as one, none of which are needed with metallic conduit such as EMT.) You can always go bigger if you want more space to work in, but it costs more, usually.

Scanning a few 3-gang boxes, even 2-1/2 inch depth ones have more than plenty of space for this use. 3-1/2 inch depth ones are even more generous.