I would fix the boards with plasterboard adheasive. Its mixed like plaster and dabbed onto the wall at regular intervals, the board is then pressed into place.
When I lined my bathroom walls I did a bit of dot and dab: I used Gripfill in big dollops at regular intervals along the board. The plasterboards and cementboards were glued directly to the existing walls. The old plaster wasn't coming away from the walls, it was perfectly solid. Just the finish was kn*ck*r*d due to removing tiles.
To make sure the boards would stay, I then drove plenty of 4" exterior grade screws through the boards into the wall. I did some testing first and once driven into the masonry these screws stayed in and were rather hard to pull out (harder than nails I would say). The boards are staying put, no movement.
For traditional drylining, use 2x1 battens. Either use screws and plugs or frame fixers to secure them to the wall so the 2 inch wide side is flat against the wall, and you are presented with a 2 inch wide surface to fix your boards to. I know someone who used a strong adhesive to dot and dab boards to the battens and it didn't last forever! I would recommend drywall screws. They are cheap to buy, they are easy to fit and they don't come undone.
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