There is no doubt that the cheapest and easy to obtain solution is the Celcon type aerated builder’s blocks, Dry them first. If you do not trust this method, buy just one and leave your torch directed at it for a while, the cool side remains just that, cool. Yes they eventuially crumble away where the torch has had the most effect, but at the prices charged!!.
The business of surrounding closely, various parts to save heat loss seems more academic then necessary, surround to keep the drafts aware and the insulating blocks will reflect back the heat that does go their way. Try it.