Rick is correct. I have tiled two bathrooms and put tiles on both shower ceilings. The tile store recommended ceramic tile adhesive as opposed to thinset in and around the tub/shower. My tiles have been up for a few years now and they show no signs of coming down.
As for supporting them while doing the tiling, it is not necessary. Just comb out the adhesive and set the tile. Be sure to give it a slight twist to be sure the tile and the adhesive bond. Then just align it and move on to the next one.