If I misunderstood the OP question ignore the mess below.
You don't want to pin the wind frame into the wall, you want it clear at the sides, even over stuffed insul can affect the mechanics of the window. The house moves seasonally and the lumber shrinks over time. Depending on the brand the window the interior of the jamb has a dado, ridge or plain flat spot to attach an extension jamb. Usually when ordering a window the 1st thing most lumb yd counter peeps ask is wall thickness, in general walls are 2X4 or 2X6 and the wind jambs are built for each to minimize extension jamb width. The wider the extension jamb the greater the seasonal movement and the more likely there will be separation at the casing and at the winds jamb.
That said pretty much any ext jamb can be flushed to the drywall and be direct nailed with a 2 1/2" fin nail. At most, (if no jamb dado or ridge is present) shims can be added in front of the wind jamb, (not in contact with it) to fix the ext jamb to the jack at the inner corner flush to the drywall.
Work smart not hard!
Never bite the hand that looks dirty