Can anyone tell me if there is a specific NEC code that states you MUST wrap copper wire for receptacles under the screw clock-wise?

This will be addressed by:
Section 110.3(B) Installation and Use Listed and labeled equipment shall be installed and used in accordance with any instructions included in the listing or labeling.

As quoted from the NEC 2005 edition.

This will require that the UL listing of any electrical product has been approved by the characteristics of the product, standard mechanical practices and installation methods, all which will be address in the instructions of that product.

Terminals designed for wrapping a wire around it is called a "wire binding" connection. It has been established many years ago that the clockwise action of tightening a standard right hand threaded screw helps and assists the wire to be drawn in around the axis of the screw causing the screw to be tight and remain tight.