[concretemasonry]

Vertically should not be a problem if it not to deep.

If you have cored brick, it may be easier if you hit the cores.

It is done every day around the developed world where people refuse or cannot use wood because of the short life or code requirements. In Spain, they routinely rout out 3" or 4" clay tile (total wall thickness except for plaster) for the electrical.

Dick

 

[concretemasonry]

It all depends on the characteristics of the brick (hardness and configuration).

Obviously, only go as deep as necessary.