If you've not done it before, go with battens. The other options require you to act before stuff 'goes off', with battens you can take your time and get it right, and easily backtrack if need be.
With foam or d&d you are also relying on the adhesion of the paint to the brick to hold everything up, it will most likely be ok but paint's a funny thing.
With foam or d&d you are also relying on the adhesion of the paint to the brick to hold everything up, it will most likely be ok but paint's a funny thing.