Yes but whatever you're connecting to it won't be GFCI protected.

You can only have one wire under a screw though.

So you would connect the two blacks together and pigtail it to the receptacle (and the same with the whites).

Then, as Seabornman said, the downstream outlets wouldn't be protected by the GFCI if that's your desire.

Thank you. So if I connect the slave to the load terminal it will be gfci protected?

That is the typical setup for a GFCI receptacle (downstream circuits connected to the load terminals), since it protects all other receptacles downstream. You can use the GFCI test button to confirm that the other receptacles are also protected.

Bruce

So if I connect the slave to the load terminal it will be gfci protected?

Yep. That's the point of the "Load" terminals. You can protect more than one outlet using a single GFCI.

What you want to avoid is having another GFCI on the 'load' side of a GFCI. Not that it's dangerous or anything, but if a ground fault occurs then it's sort of random about which one will trip first and needs to be reset. And it can be confusing if you aren't aware that there are 2 different GFCIs that are protecting a specific outlet.