Do not fill the space between brick siding and the sheathing.
First, this space is outside the sheathing and does not cause condensation, as does an air space inside the wall. (A small space between ordinary siding and the exterior insulation or between ordinary siding and sheathing is also permissible, and in coastal regions recommended.)
Second, the important function of this space is to let water, which comes through the mortar, run down and out the weep holes at the bottom. The small R factor you may gain by filling this uneven and difficult-to-fill space is not worth the condensation problems you could cause. Filling the space with polyurethane foam, which tends to expand with age, has been known to topple two story brick walls.