Structural (cored) bricks for a patio?
As long as you have a sound base, packed crushed gravel and then sand, you could lay them either way. The process will be similar to laying flagstone/patio bricks. Be sure to stagger them so they can lock each other in place. Do a quick search on either. The base is key to a successful and long lasting patio in areas where freezing is common. 3-4 in of packed crushed gravel and a inch of sand would probably be fine. Also, you will want some kind of edging to keep the brick from moving. If you want to fill the holes you can do the sand but you'll get weeds coming up from them. If you want grass instead you could get grass plugs and stuff the holes with them. If you don't want anything growing in them either polymer sand or concrete will work fine. Concrete being the more economical choice. The way you described for the concrete is fine for the holes. For between the bricks polymer sand would be ideal choice. First do the concrete and then wait a few days for the sand. Be sure to read the instructions on polymer sand first. Stuff is a pain if it rains on you in the middle of the project so pick a day that is clear.