I am installing a GFCI in the first box of a two wire non-grounded circuit. The following box(es) have the line and feed wires spliced (pigtailed) before the receptacle so only two wires are attached to each receptacle. Am I correct in thinking that these wires should be separated at each receptacle and connected to the individual lines and feeds, otherwise the GFCI will not protect these?
If I understand your question correctly, the answer is it is irrelevant how you connect the standard receptacles past the GFCI one. What determines whether they are GFCI protected is how you connect the GFCI receptacle.
If you connect the GFCI receptacle to the line connection only (usually using pigtails) and do not use the load connections, then none of the following receptacles will be GFCI protected.
But if you feed the following receptacles from the load connections of the GFCI receptacle, all following receptacles will be GFCI protected no matter how they are connected, i.e., with pigtails or by using the receptacle contacts to feed the receptacles further on.