I would sink concrete anchors into the mortar and then use screws. Remember though that it's best to leave some breathing room between a trellis and a wall, so you might want to use some metal "L" Brackets to hold the trellis out at least four or five inches from your wall. Both of my trelisses are self supporting (Sunk into the ground two feet) and are mounted at least eight inches out from the wall to allow for air circulation behind my climbing roses.
...Jan