You can use a PVC or metal "FSU" rated waterproof surface mount box if you don't want to cut out and recess a regular round box. If you do cut and recess a regular metal round box, then as long as it has the weatherproofing gasket from the fixture, it is OK to use that. Feeding the waterproof surface mount box from behind with NM cable through the wall is OK also.

I'd like to recess the box, but used a sealed box. There is no weatherproofing gasket from the fixture. Do they make recessed weatherproof boxes or is that a no-no? Maybe we should get a better fixture!

Thanks,
Gil

You can recess a weatherproof box. The box may come with a gasket.