I disgree with the air-gap idea. If there is any gap at top/bottom then circulation can occur in the gap and that will negate much of the insulation value. Much has been written recently on how insulation in many builds has not worked as well as expected due to air-circulation moving heat about. IMHO it should be avoided if at all possible.
From the top:
Yes, it's a really good idea. Any insulation will be a huge improvement. 80mm will provide quite good insulation.
Dot+dab is a very bad idea. It allows air-circulation behind the insulation which is bad for both letting damp in and reducing insulation to about half what it should be.
Yes separate insulation and plasterboard is about 50% cheaper than combined thermal boards. I'm doing it this way. It is is also _much_ easier to get a really good vapour seal, because you can seal across the foil layer between boards before fitting plasterboard. With the thermal boards you can't really vapour seal the joins properly. Clearly this is an issue in bathrooms.
Having spent many weeks reading about this before deciding what to do here I would recommend the following:
Use PU adhesive to glue boards to wall (Insta-stik MP for example:
http://www.geocel.co.uk/product.aspx?id=206&pt=diy available from screwfix, for example:
http://tinyurl.com/yermhhw ) Make sure to put a rim all the way round and cross-lines every foot or so to prevent air circulation. One can will do about 10 boards (IIRC).
Make the boards 10mm small and use PU foam all the way round to get an airtight seal to walls. Use foil tape between boards to get vapour seal.
Use Tescon tape and/or PU foam or proper grommets (available from pro-clima for wires/pipes, and from BES for 10mm plastic pipes). to carefully seal service pentrations.
Glue plasterboard (or the cementicous stuff, arguably rather better for bathrooms, especially if you are tiling) on the front. Possibly using a few hammer-fixings to be sure but actually I reckon that's not necessary - your BC may disagree. The stronger cementicious board is good for hanging things off, especially heavier things like cisterns and basins and radiators. If using plasterboard then its best to fit battens into the foam (and complete the vapour-seal over the top of them) where you know things are going to be screwed to the wall. If you are trying hard to avoid thermal bridging (and you should be) then make these battens less than full depth in the PU foam. (e.g 40mm) They will still be quite strong enough. I've mounted my radiators this way
Battening is not necessary unless your walls are too wonky to take flat boards directly. If they are plastered already then leaving that on provides a nice flat surface to glue to.
This construction method assumes that your brick wall can dry itself out from the outside. This should be fine unless it is somewhere really exposed and rainy and thus perpetually wet, or if the mortar is in poor condition letting water into the wall fabric. In those cases you might well decide that a breathable construction was more appropriate.
Hope that's useful. I plan to write a nice web-page about all this stuff as it took me ages to find all the necessary info. I've taken a load of pics as I go along. I haven't got to the bathroom yet (doing easy rooms first :-) so I'd like to hear of any specific problems you encouter.