Q. How big should the air gap be in a cavity wall?

A. According to the Brick Industry Association, air gaps should be:
1" minimum
2" preferred
4" maximum
The size of the air gap is measured from the back side of the brick to the facing edge of the sheathing or structural wall behind the veneer.
If your wall has a big air gap, the ties that anchor the veneer in place tend to buckle when the wind pushes the exposed veneer with a lateral load. You can tolerate a wider air gap if you use stronger brick ties. You can also simply put in more brick ties or you can make the air gap smaller.
If you are building a fence that is exposed to weather on both sides, you are building a “composite wall” not a “cavity wall”. You should sandwich the brick directly to the CMU with no air gap at all. If you are constructing the wall of a building with an inside face and an outside face, it should have an air gap, flashing and weep holes to direct moisture to the outside face of the wall.