I think you will find that the issue with pre-cast concrete blocks is that you don't have a conventional cavity that can be filled with insulation. Although some pre-cast blocks do have an air-space in the middle, it is not one that one can drill into to fill with urethane-type foam. So this is not about the filling material, per se, it is about the type of construction.
The Building Research Establishment (BRE) is the sure place to go for (unbiased) advice on this, as there are many sorts of concrete blocks used in the UK between about 1920 and the 1970s.
Two possible ways to insulate such places that have no cavity is to clad an extra layer incorporating a gap that can be insulation-filled, either from the outside or the inside. Both will cause major amounts of disruption.