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If there's no air gap then you'd need a vapour control layer on the inside of the rock wool which would ideally tape to the equivalent in the floor/wall below.
I've just done internal wall insulation for a 3-floor victorian terrace. Kind of wished I'd re-hung the joists on thermally broken wall hangers given plenty of them were rotten at the rear of the property, but hindsight is 20-20.
Ended up going down the air gap, 100mm PIR, air tight membrane plus heat recovery route... should be toasty, dew point calculator was happy too. EPC will go from E to B (eventually).
JonoMarshall-
vapour control layer on the inside of the rock wool
I'm not an engineer, but from experience I have reservations regarding plastic (or Tyvek) next to rock wool. I've seen massive blooms of fungus in rock wool that was covered with plastic. The plastic meant the humidity couldn't escape properly. Re-did the wall with the same amount of rock wool etc just without the plastic and that problem did not re-occur.
For that reason I am sceptical to the suggestion further up thread where someone wanted to add a layer of boards on top of the insulation in their attic. That insulation then becomes a sponge for all the steam rising from your shower and kitchen.That being said, I am sure having vapour control layers can work wonderfullly, if we're talking new builds where the engineers know exactly what they are doing from the start.
starfish&coffee
Rockwool is typically made to the depth of a 2x4 inch beam. On the inside of the building you strip the outside facing walls down to bare brick. Build a stud wall structure on the inside. The spacing of the beams being the width of the rock wool and the 4 inch side of the beam providing the depth. Then place rock wool between the studs floor to ceiling.
You cover that stud structure with OSB board and then attach thin sheets of plaster board on top of the OSB board.
Considering how much you've spent on the house this should be a relatively cheap jobby. The most hassle will be re-doing the window sills to go with the slightly thicker wall.
At this point you're no longer talking about tearing down Victorian houses etc. The rock wool does the job.