I had exactly the same issue…dot and dab plasterboard over brick with a small void. I'd put the plasterboard up the plan was always just to go straight through into the masonry.
I used the IKEA Grundtal shelves, got pots and pans hanging off one with lids slotted in the bars on top, other has utensils and camelbacs hanging off and recipe books on top.
I just used long beefy woodscrews, hand twisted a brown rawl plug on the tip of the screw, took a depth reference so I knew when the rawl plug was fully home, then hammered them in to my drilled holes to the correct depth. Then screwed them in. They were nice and tight, got no worries 🙂 Make sure the hole is a smidge undersized, you don't want the rawl plug twisting. If you've tiled over the actual bit where the shelves are going, I'd be very careful when tightening up! I've even cracked a tile when tightening a socket cover.