First you need to verify if there is any insulation in the wall. Take of a few outlet / switch covers, then using a flashlight, try to peek past the box @ see anything. If there in any insulation in the walls, it's more difficult to add some. It can be done, but it's easier if it's completely empty.
I would suggest blown cellulose from the inside, thru the plaster (easier than trying to drill thru brick!). I've done it by running a row of 2" holes @ chairrail height (Then you can hide them with a chairrail. Next, push an 1 1/4" or 1 1/2" tube to the top of each cavity @ start blowing until packed, then work your way down.
The reason I suggest cellulose is for 3 reasons 1/ Less likely to hang on nails @ wires leaving hollow spots. 2/ Cellulose packed like this vitually elliminates air leakage through it 3/ It' Less Expensive!