ok... this is not simple or there is something I really ignore about brick texture.
So here is some nodes which aim to determine which direction (X, Y, Z) has the most influence on a face.
After that, the idea is to fake the brick texture giving it a false Z direction depending on the axis which has the most influence on the face.
Here are the full nodes:
The top part is a comparison based on the dot product of the face normals respectively with (1, 0, 0), (0, 1, 0) and (0, 0, 1) vectors.
Then it tests which is the bigger value (X, Y or Z).
The bottom part, recombine X, Y, and Z into "fake Z direction" and this fake Z direction is driven by the mix RGB (applied as vectors) with a factor determined by the calculation above.
Here is the blend file :
(probably, I will be ridiculous when someone will answer "hey ! there is this simple option here ! ...)
edit : for the smooth shading meshes, replace the "normal" from texture coordinate, with "true normal" from geometry, like this :
The result is better :