Copper? Use sweat joints and keep to minimum, wrap with insulating tape, use saddle clips to minimise depth of chase (building regs specify depth of inner course of bricks which can be chased, and I;ve momentarily forgotten it, but you are just OK with 15mm pipe, and in localised areas you can go deeper like when sinking shower mechanisms into wall). Not usual to lag pipes, and due to depth restrictions you'd have to use thin walled lagging, but it wouldn't harm. Never bury a compression joint, personally I wouldn't bury a pushfit joint but you may have no choice if that's all you can do, if so don't use any types which demount on bressing on a ring unless they are lockable.