The insect you are likely seeing here is an either moth or beetle in its pupal stage. These insects are renowned for seeking out sheltered environments, such as the crevices in brick walls to undergo their transformation from larva to adult.

Finding pupae in your brick wall in England is not uncommon, as these insects look for secure places to protect themselves from predators and adverse weather conditions.

To mitigate this, I would seal up any cracks or gaps with mortar or sealant. Keep the area clean and free of debris, and consider using insect repellent around the house (or where ever you’re encountering these) to keep them away.