They would work, but look untidy. Either your original idea, of the two hole fixing saddle clips, or single hole P-clips. They sell copper P-clips, as used for Pyro cable.
I like Freddie's idea, of the screw in sockets. You can also buy a similar course screw in type thingummy, intended for plasterboard, which might work out cheaper, and work as well. Any decent hardware shop should stock them.
Your screws will have to fit both the P-clip, and the thing you end up putting in the wall.
Only you, knowing what your insulation is like, can really decide what will work with it.