Does MC cable need protection in an exterior wall penetration?
The outdoor recep does not need to be a &quot;GFCI Receptacle&quot;.  It can be a plain recep that is GFCI protected from a GFCI device in the nice dry indoors where it'll last a lot longer.
If able, I would stick another junction box on the interior.  Now, they make conduit nuts, and chances are the outside box (if it's watertight) has a threaded hole.  It takes standard pipe thread, which is used by IMC and Rigid conduit.
So, I would fit a piece of Rigid conduit there. Get it the right length so it screws into the outside box, and pokes through a knockout on the inside box by about 1/2&quot;.  Either put the inside box on shims/spacers, or have the pipe cut to the right length and have the hardware store thread it.
On the outside box it screws into the box body.  On the inside box, clamp it down with a conduit nut.
This will NOT be a valid grounding path so you need to run a ground wire.   Use the inside box to switcheroo from non-outdoor wiring method to several THWN wires. (must be green ground, white or gray neutral, and any other color for hot. So just buy a couple feet of by-the-foot THWN.