On Monday, March 18, 2019 at 8:13:51 AM UTC, alan_m wrote:

Use one of the foam adhesives which will not only stick to the surface
of the lintel but expand into the slots in the lintel.

example
https://www.screwfix.com/p/dow-insta...de-750ml/72793

That seems ideal - ticks all the box regarding being strong adhesive, (low) expansion etc. The manufacturer has confirmed in one of the questions that it sticks to foam face boards too.

I've recent had some work done on my house and this type of adhesive was
used to bond some wood to a sandstone type surface prior to plasterboard
being screwed to the wood and then skimmed. Excess foam was easily
removed with a knife albiet there wasn't much excess because it was alow
expansion foam.

Good to hear the successful outcome.