Holes in bricks, I wouldn't be keen. I really didn't find much benefit to wall insulation, and I found significant downsides with my weatherboard house like even after filling, painting, etc, you could still see all the holes they drilled.
Before you go ahead I'd really want to talk to a few people who'd done it to see if they found it valuable. Wall insulation was the least effective of all the insulations i did on my old house. Ceiling was great, putting even more insulation in the ceiling was great, double glazing was great. Underfloor helped a lot with dampness and moisture smell. Wall, really no big difference.