Drill it.

What kind of brick wall, where is it located, what kind of pipe and how big?

Removing a portion of a brick allows sleeving and a good repair.

Not sure of an answer on the kind of brick...just regular bricks on a house. It is for 3/4 either copper or maybe cpvc water line.

I am tieing into my hot water heater & running water lines out to my shed.

I usually use a drill masonry drill just smaller than the mortar joints and drill four holes.

This gives you some room to use a plugging chisel to remove the mortar around the brick.

The end of the brick is then pretty easy to break off and remove.

In a masonry house you may have to repeat the process on the next wythe.