You could build piers on their own, but dig some deep foundations for them and insert a steel bar into the concrete to set in hard, then build pier around this bar and the bar must be at least 5/8" diameter (16 - 18mm dia) or bigger for strength, and when you brick around it with mortar, make sure the bar extends taller than the pier, have it threaded with M16 or M18 threads and use appropriate size nut and washer, and place a flat steel plate like a big washer, and screw on a nut tightly, this will hold pier firmly and stop it from crumbling, as well as using metal ties tie it to your single brick wall using screws etc. after you have bolted the nut on top, you can place the last course of brick to finish off the pier flush, so no nut is exposed or visible. i made a pillar for a garden wall on its own just one and half brick wide, and hanged a gate and used steel bar set in concrete, this gate pillar 4 foot tall has not crumbled or fallen due to a high tension holding it down from the center.
On its own without a reinforced steel bar in the middle and it is definitely a no no, and you may build it next to your single brick wall tie into wall that should give you fairly good strength but only for a light duty door, for a roller shutter door use concrete foundations, approx 700mm to 1 meter deep by 400x400 with steel bar, it should provide enough strength to fix a roller shutter door on top without fear of it collapsing, as well as tying it into the side walls..