On Wed, 13 Mar 2013 09:15:03 -0700 (PDT), Mikepier
wrote:

It's not really exposed if it comes out of a hole in the
brick and into the back of box. *That's what they routinely
do with AC disconnects and such here passing through
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This is a weatherproof box with threaded holes.

One idea I had was put the clamp inside the box. Obviously frst I
would run the romex through the box, attach the romex to the clamp,
tighten the 2 screws on the clamp, then thread the clamp onto the box
until it is tight. Then finally attach the box to the wall. Is this ok?

I've done this numerous times with those external boxes and it works
fine. As long as the box is deep enough it will work fine.

I never understood why they dont come up with a clamp that is made for
this application, that dont require such a large hole in the wall.

I always put a bead of silicone caulk around all external boxes after
it's mounted. That will keep water out of the box, because otherwise it
can follow the romex into the box regardless how the clamp is installed.