I have been researching this same topic. It seems that there are two ways of doing it. One being to take a diamond blade on a grinder and cut a narrow slit in the existing brick and install what is called a reglet. This is how they transition from a parapet to the roof in those applications. Anyway, you then bend some flashing on a break so that about one inch actually embeds in that groove that you cut. You then seal the top of that joint with a bead of good roofing cement. I am still trying to figure out a few details like do I need to set this flashing in mortar in that slit and do I counter flash.
The other way they do it is to just laminate the flashing directly to the brick without cutting that channel and ducking the drip edge in there.
The other way they do it is to just laminate the flashing directly to the brick without cutting that channel and ducking the drip edge in there.