http://www.mbhplc.co.uk/bda/Design-Note-Durability.pdf

"BS EN 771-1 classifies the units into three frost resistance categories F0, F1, F2, corresponding to O, M and F in BS 39213, and they are defined as follows:

F2 Severe exposure
Bricks durable even when used in situations where they will be saturated and subject to repeated freezing and
thawing – equivalent to the level of frost resistance achieved by the previous “frost resistant bricks” (F) in
BS 39213."

<blockquote>I was once told they go white because they are laid wet or worse, water becomes trapped in the frogs and slowly makes its way out carrying salts with it </bockquote>

Indeed. It's quite common for brick layers to spray water on bricks but there seems to be a fine line between wet enough and too wet..

http://www.buildinglimesforum.org.uk/wetting-bricks

I've heard rockwool do a partial fill with batts - though for me rigid is the way to go as there is no risk whatsoever of it slumping should it get damp....

Very close supervision of bricklayers required to ensure the insulation is nice and tight, flat, and taped so that there is no thermal bypass

Unfortunately the guidance is based primarily on the geographic location rather than any particular outboard finish (though a rainproof cladding of some kind would be different) , so if you are in Zone 4 then you need to consider the risk carefully and check with BCO what they will allow.