Two things hold the board on, and both are needed.
The adhesive. Attach the plasterboard to the external wall using Illbruck PU010 panel adhesive. Any form of panel adhesive can be used here, we prefer to use Illbruck. It is a fast curing polyurethane, ideal for rapid installation of plasterboard, insulation or acoustic panels.
The mechanical fixing. Use a mechanical insulation fixing, which looks a bit like a golf tee, to prevent the plasterboard from slipping. We use plastic insulation fixings from TIMCO.
Worth being clear about the terminology, because people search for the wrong thing: these are insulation fixings, not screws. A screw pulls a fixing tight against a surface. An insulation fixing has a wide flat head that spreads the load across the soft board face without crushing it, and a ribbed shank that grips the brickwork the way a wall plug does.
Fixings come in different lengths depending on the thickness of your insulated plasterboard. That is the only sizing decision that really matters: the fixing has to pass through the board and the insulation and still get a proper bite into the masonry behind.