Insulation foam in hollow bricks and blocks
Those are terra cotta blocks. They are, indeed, hollow. You could drill (carefully! Terra Cotta is fragile when drilling) and fill each and every block with low expansion foam (has normal expansion foam could break the blocks). 

But that would be a huge project. And you'd still have major thermal bridging issues along the edges of each brick. It'd be much better to apply 2"+ of foam to the inside. What is the reason that you can't go that route? 

Another reason to try and gain some wall on the 'inside' is to make it easier for future owners...if you could add 2x framing that also will give a surface for mounding shelves, pictures, etc. You don't want to take a nail and hammer it into a terra cotta block as it will just fracture.