To my knowledge, double lugging is not allowed unless the breaker is designed accordingly. Is there any exception? Can you install a SPD on a non-double lugging breaker if it is a passive parallel device?
ILSCO & Polaris make splices with lugs for multiple wires (LOTS of wires...I've seen up 5-10 holes and the things start to resemble busbars).
You can get them insulated or uninsulated. One splice handles a huge range of wire sizes...so I only keep 3 sizes around which is enough to cover from about #12 wire all the way up to 500 MCM.
Obviously, they ARE listed for handling multiple wires.
Where they are really handy is for making splices in MTE's (aka peckerheads) on motors. If you make a splice properly (especially for 460V and up), you have to do vinyl-cambric-vinyl-rubber-vinyl layers of tape which is very tedious (takes about an hour even if you've done them a lot).
The caps tend to pop off a lot (wrap with a round of tape).
They take up more space than a traditional splice (tight peckerheads are a real problem).
They are pretty expensive, but they're also reusable if your electrician obeys torque specs. and doesn't strip out the lugs. The biggest ones I buy (#4-500 MCM) cost about $20 a piece for a 2-wire splice. If you don't have the need, you can always get them uninsulated as well.