I want to hang something heavy so would prefer not just using the plaster wall. There is a gap of about two centimeters behind the plaster and then brick. What type of dowel would work best for this? Is there a way to fill the gap with something so it doesn't just dent in the plaster?
Dowels won't really work here. Best thing to do since this doesn't look to be really heavy (i.e. 50kgs plus) is to fill the gap with something which sets.
First set out and mark your placements, make the holes a little larger than you need, maybe one or even two centimetres in diameter. Mix up your material, best would be a drywall adhesive, alternatively any heavy wall filler, or hard backing plaster which is suitable for 2 to 3cm thickness will also work. Mix it fairly stiff so it doesn't drop down too much once in the holes.
Push the 'filler' into the holes, over and over and over again so that plenty has gone into the gap. Smooth off level with the wall and allow to set. You might need to top them up the next day if they shrink back a little.
Once fully dry, set out and drill your holes for the regular wall plugs and screws. You'll need pretty large plugs as the screws will be fairly long to ensure the plug is fully into the brickwork and definitely not just in the new filler/plaster.