On the internal walls dry-lining as you suggest is not a problem but on the single brick exterior walls you would have to be sure there was no damp penetration from the outside. Tanking is perhaps one solution but I do not know how well various dry-lining adhesives will work with that all I know is that you cannot use mechanical fixings that pierce the tanking. I believe when converting cellars into living space the walls are lined with plasterboard on studding not fixed to the tanked walls, this of course reduces your floor space but does allow for insulation and fitting a vapour barrier.

Richard