Comment by dima_vm

Well, technically, you can use cement instead of mortar (wet, but without sand). As far as I understand, sand is more like a neutral filler, to save money on cement. Various other things can be used to fill as well, like gravel. Sometimes even empty plastic bottles (reduces material and weight) are suitable (just make sure they don't float up). If one got very smooth bricks (e.g. precisely cut aerated concrete), then it might make sense, as there's very tiny amount of mortar (or even glue) is needed anyway.