You should only include third party headers in a precompiled header when using it for development. If you include headers from your own project, your build system will constantly have to recompile your pch every time you edit one of your own headers, which defeats the purpose of using precompiled headers in the first place.
But, it just occurred to me that you can break this rule for release builds. By using a different pch for your release builds you can include all of your project’s headers, which will make even large projects build extremely fast. Nice.