Without a picture to confirm I don't think you want to fill that space between the sheeting and the brick. Hopefully the sheeting has some sort of barrier on it to prevent wind/water from being driven through it.
The gap is there so air flows between the brick and the sheeting to allow for drying should the brick get wet or water get behind the brick. Yes brick can get wet enough to soak all the way through under the right conditions. There is information available around this topic.
Try here:
Brick
Now what you may want to do is make sure the area between the sheeting and the inside of the attic is sealed off so air doesn't travel down behind the sheeting and the interior wall. If you are going to really insulate the attic, you may want to read about insulating the entire attic structure except for an air path of about 2 in from the roof deck itself for air to flow from the soffit vents to the ridge vents. If you don't have ridge vents you will have to modify accordingly.