I haven't had to do this myself, so this is all theory. I'd welcome any suggestions to this. This also assumes these are non-functional shutters.
First, test fit your shutter, determine where you want the bolts to go. I'd aim for the mortar, since, as Justin says, this lets to fix any holes in the future. I don't think you'll see anywhere near the load that would require going into the brick.
Pre-drill the shutters and place them back against the wall, using the pre-drilled hole to mark where you want to install your anchors in the masonry. For that, you can stick some chalk or a pencil through the hole, hit it with a nail punch, start drilling a pilot hole, whatever works for you. With the locations marked, I would go for something like these lag shields:
This lets you remove, paint/repair, and replace the shutters without changing the hole you made in the wall.
When installing, use some lag bolts with washers or a large head that allow you to adjust the fit if one hole isn't well aligned. Make sure to always use like metals (anchor, bolt, and washer) to avoid any chemical reactions. And when done, cover the bolt/screws with a bit of paint so they blend in.
One last thought, wood against masonry is a rot situation waiting to happen. Paint or seal all sides of the shutters, and then put something on the back of the shutters near each of the pilot holes, or run the bolts through a couple thick washers or spacer, to keep the shutters off of the wall slightly and allow air to pass behind them.