It's all becoming clear to me now. There are actually a pair of breakers in
these devices. One on the line and one on the load side. Both trip when
the device trips but how you wire it gives you the option of just removing
the device or additionally all of the downstream devices.

So lets say I wanted to keep the fridge outlet unprotected but wanted
everything else on the circuit protected.

It seems to me the answer is to simply wire the fridge outlet as first in
stream with an ordinary device and then make the 2nd outlet in the stream a
GFCI wired to remove itself and all downstream outlets when it trips, i.e.
using the load terminals to continue the downstream circuit rather than
using the pigtail method you described.

One question though. It's not immediately obvious how the GFCI device
sensor is isolated from the current surges when the fridge compressor comes
on. Won't this trip the device? True the outlet to the fridge will still
supply power and keep your food from rotting but won't you be having to
constantly reset the time on coffee makers etc that are on the protected leg
of the circuit.

thank you for all your help
ml