In our bedroom we have a wall under the bay window which appears to be just plasterboard, then a cavity, and then a pebble-dashed section, may be on to wood?

Until I get the plasterboard off I don’t know what’s there, but I do know its hollow and there is a lot of condensation on the double glazed window above.

I’m thinking of filling the void with rock wool, but will I need a vapour barrier or air gap, or is it ok to just stuff the gap with as much rock-wool as I can.

Is it worth doing a layer of the space blanket bubble wrap as well? this may act as a vapour barrier whilst I’m at it.

Should the finished layering go (from inside out) plasterboard, vapour barrier then / or bubblewrap spaceblanket, rock wool insulation?

Leave a gap, ideally 50mm clear if you’ve got room. If you don’t then moisture will track straight across and could make things worse.

From the inside:
plasterboard (on studs?)
vapour barrier
insulation
cavity
outer leaf (are you sure the pebbledash is just on to wood?)

You need to try and lap/seal the vapour barrier with something…problem is you probably haven’t got one in the rest of the wall. How old is the house and what is it made of?

Condensation on the window is probably indicative of too much moisture within the room – don’t expect it to go away just by tackling this little piece of wall.

Its a 1930s brick house with cavity walls which have been insulated. The bay window is upstairs and I’m not sure of the construction of the wall under the window.

I’m not expecting miracles with regard to the condensation, but it is noticeably colder on that side of the room.

I guess more ventilation is needed, but how do I achieve this without heat loss?

If I can’t lap / seal the VB (for moisture to drain away with) is it worth having the VB?

Don’t think I’d bother with achieving a cavity if there is no sign of water penetration through the outer finish. Defs need a vapour barrier on the room side of the insulation though. Or you could use a thermal laminate with an integral vapour barrier (like Gyproc Vapourcheck Thermalboard) on the inside instead of plasterboard: that would leave the existing cavity completely clear.

but I do know its hollow and there is a lot of condensation on the double glazed window above

Making that section of wall warmer will do nothing for the condesation on the DG – the inside layer of glass is ‘cold’ which is why the warmer air is condensing on it. Making the wall below warmer will not make the glass warm.