How well does masonry blocks used in European home construction insulate compared to a well insulated American (wood) wall?
Insulation value of masonry walls vs wood-frame walls

You should be able to find guidance. For example Scottish Guidance, UK Guidance



In the UK, I believe regulations specify maximum U-values


  U-values are measured in watts per square metre per degree Kelvin (W/m²K).
  So for example, if we consider a double glazed window with a U-value of 2.8, for every degree difference in temperature between the inside and outside of the window, 2.8 watts will be transmitted every square meter.
  
  A range of possible U-values are indicated below for the purposes of comparison:

Solid brick wall                2.0 
Cavity wall with no insulation  1.5 
Insulated wall                  0.3 
Insulated roof                  0.2 
Single glazing                  4.8 
Double glazing                  2.8 
Low e double glazing            2 
Triple glazing                  1.5 
Floor                           0.2

  
  Part L of the Building Regulations (Conservation of fuel and power) now prevents certain forms of construction by setting limiting standards (ie maximum U-values) for building elements.


More detailed advice on construction suggests various combinations of materials to meet U-value regulations.

So, if regulations in France were comparable to those in the UK you might need evidence that your constructed wall will have a U-value less than 0.28 W/m²K and that the overall building's U-values still meet regulations.

In France, I imagine your best bet is to find similar French specifications or EU specifications.



Some notes about U-values, R-Values etc

I have a small "Architects Pocket Book" ISBN 978-0-7506-8617-4 which contains all sorts of strange and wonderful information, including the following:

Thermal Conductivity (K Value)
The heat (W) transmitted through unit area (m²) of a material of unit thickness (m) for unit temperature difference (K) between inside and outside environments, expressed as W/mK

Thermal resistivity (R-value)
The reciprocal of thermal conductivity. i.e. mK/W. It measures how well a material resists the flow of heat by conduction.

Thermal resistance (R-value)
This measures how well a particular thickness of material resists the passage of heat by conduction, calculated from the R-value in units of m²K/W

Thermal transmittance (U-value)
The reciprocal of thermal resistance. i.e. W/m²K. This measures the amount of heat transmitted per unit area of a particular thickness per unit temperature difference between inside and outside environments.

U = 1 / (Rsi + Rso +Ra + R1 + R2 + R3 ... )

Where 


Rsi = thermal resistance of internal surface.
Rso = thermal resistance of external surface.
Ra = thermal resistance of air spaces within construction.
R1 = thermal resistance of successive components.


Note that for wood frame construction I understand you have to average the U-values for the parts whose cross-section is all wood (where the wooden structural members are) and parts which contain voids or insulation-filled spaces. I assume this has to be an appropriately weighted average (by area of each type of cross-section).