You can install it with adhesive.
I also heard that you shouldn't just D&D it, it needs mechanical fixings too. Or is that bollocks?
Not sure about wedi but some of the big suppliers (marmox springs to mind) have instructions for D&D you need to use a cement based adhesive NOT plasterboard adhesive. The marmox instructions for doing this are on page 22 of the attached PDF.
Tile adhesive works too.
@TooTallTim started
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You can install it with adhesive.