He's spraying, not peeing. It's a different behavior. He does this on things like walls, stacks of things, etc. It's not that he doesn't like to use the litter box.

Something that I've noticed is that he tends to do it after fighting with Marshmallow. Could it be that he's trying to show Marsh that HE'S the big cat now? When we got Pickles, he weighed only 3 pounds. Marshmallow was 6 pounds. Now Pickles is just an ounce or two shy of 12, and Marsh is only 7. Could it be that he's telling her that he's the alpha male, and she's just a pee-on (lol I couldn't resist!)