The best way to fix a curtain pole or heavier item to the wall (and avoid a thermal bridge) would be to use a special fixing anchored into the stone or brick behind the insulation.  We recommend using a Fischer Thermax fixing.  For this fixing, you can drill through the insulation and then into the wall behind to fix the item.  Don't worry about the drill bit getting hot while drilling into stone/masonry, this poses no risk to the Gutex woodfibre insulation.