Fit cavity closer insulation to mitigate thermal bridging
Seal the edges of the insulation and fit the next layer immediately behind the cavity lining.
I used painters caulk to stop air ingress between the frame and the lining board.
Seal any internal corners
Finally fit the lining material, in my case plasterboard
seal to frame with a neat bead of acrylic sealant, here brown is best and on wet plastering a hermetic seal is made between the plasterboard and the blockwork.