Sergey Shepelev

They know better, but I can't see how glue could possibly help due to soft nature of rockwool. It would stick a thin layer of rockwool to brick and then hard impact easily tears off most rockwool away, leaving thin layer glued to brick. I'm trying to say that rockwool will never provide any structural strength, but it will also never fall off if it has something ouside. So gluing rockwool to brick, in my opinion, is a waste of glue.
I think plaster would hold rockwool, but then what would hold plaster?
You could use plastic net to give plaster some frame. And you could fix that net to brick using something like nails.
Consider strength of such plaster exterior against children games, weather, accidental impacts, etc.

It's certainly possible to fix rockwool without glue.
Do you have a specific "wall pie" (materials that form layers of wall) in mind?
Did you intend to have rockwool as outmost exterior layer? It's a common practice in my area (Russia) to fix and cover rockwool with sheets (plywood, OSB, plasterboard). But your general wall plan may hint a better choice.

If I had surplus sweet pepper and tomatoes, I'd made lecho. https://en.wikipedia.org/wiki/Lecs%C3%B3

Basically, you cut veggies in pieces, add salt/spices to taste, simmer until pepper is soft enough for you and pour into sterilised jars (or better pour into jars and cook in canner / pressure cooker).
In some cultures they add onion, sausage, rice, what else.

Made properly, it's an awesome fixing (dressing? side dish?), goes perfect with pasta and meat. Also fine cold with bread. But then again different cultures and tastes.