What to use for pigtails?

I running a circuit with 5 20a 240v outlets on it for woodworking tools. (I will never be using more than one at a time...) Since there are only one set of terminals on the outlets, I will have to pigtail the wires. Obviously there will be three wires; one from the line, one to the outlet,and one to the next outlet. The wire to the outlet from the pigtail; is that just a piece out of a romex scrap?

Years ago I was taught that grounds had to be crimped. Never understood why, but always did it. Do the ground pigtails have to be crimped? (and... why are grounds crimped?)