There are 2 different types of brick veneers - attached or multi-wythe cavity walls with a prescribed and controlled void spacing.
In the case of traditional/true veneer, running a lag screw or lag bolt through the veneer is generally not acceptable because of the possibility or collapsing the air space.
Obviously, a true brick veneer is not load-bearing and is not meant to be. The length and supported required length of the bolts and the flexure due to bending precludes any real vertical strength.
In the minor cases of supporting a wood deck or similar, a ledger support is somewhat common with the associated moisture and flashing problems is still being used on some low cost installations. There are approved methods and material to attach a structure to a true multi-wythe cavity wall if they are specified and installed correctly.
Dick
Engineer and international traveler interested in construction techniques, problems and proper design.