The expanding foam in a can is best. Lay the flats down on the ground and make large dollops of foam. They expand and sort of come together a bit and create random shapes. They stick to the flats forever. I used this technique to create a stone fireplace. Once painted I looked so real that people were astonished when one person could pick it up and move it.

What my theator used for West Side Story set was cutting styrofome into long lines with a table saw then into bricks with a template (we made a few out of luan) and a box cutter. We put the bricks onto the flats via cocking. It sounds tedius, but if you have alot of help it goes by quickly. One more thing, remember to make sure the rows of bricks are level about every two to three rows. This will help you avoid having to re-do an entire wall of bricks. (I wish we had done this!)

I have a different way to paint brick:  Paint the grout color as a background.  Tape the grout joints with masking tape or duct tape the correct width for the grout joint.  This is particularly good if you are painting perspective on the flat or backdrop....the tape can be your vanishing point....pull it  tight and  it is straighter than a pencil line.  Then roll out the brick color...splattered, highlighted, whatever....much quicker than dipping and pressing a sponge for each brick.   Pull off the tape...nice clean lines.

I hate to be the 'fly in the ointment' but I have found that painted on brick looks exacltly like that- painted on brick.  Especially in the one CT I work where the audience is so close to the stage they can rest their feet on the stage. It's a very small space in a church basement with a low ceiling.  I directed a production of Norm Foster's "Here On The Flightpath" which takes place on apartment balconies that are side-by-side.  I insisted on and got brick panelling for the outside of the apartment buliding walls.  The audience raved about the set and I won the award for Best Set Design.  I'm sure in big spaces where the audience sits a fair distance from the stage and you have the technology with lights to make it appear to be 3-D painted on brick works magically.  But in the space I had, no matter how well painted the bricks may have been, they would have looked like painted on bricks.  I guess I'm too 'fussy' about realism.

Your spot on Joan!
I experienced painting full back drops with Jimmy Punch, who painted most sets here back in the 60?s. His one alleged claim to fame, was he taught Rolf Harris how to paint on stage, before he became famous. While I think it might have been a bit suss?
However all his drops were of a similar style & that used by many others I worked with. We virtually painted with mops and brooms quickly & highlighted later with smaller brushes. Up close they look sloppy, but 20? or so away, they were great. Jimmy always said "you had to be able to place your minds eye in the Gods, while your painting & at best it was only an imagery support aid to the performance, not realistic!
I suppose his realistic claim to fame at the time, was in the way he finally pegged out on the stage of the Playhouse! He always had a roly weed [cigarette] hanging from the corner of his mouth & smoked it while he painted. He apparently started a fire while cleaning using spirits & he went up in flames!
From what I can remember from what was said at the time, his fag went out & he struck a match, which he did constantly. He may have been better off smoking tailor made 'Lucky Strike' instead!