One of our neighbors has a nailgun powered by 22 cal blanks. It is capable of firing a nail with a 1" washer through plywood, fastening it to the brick wall with no drilling. It was incredibly fast and he went house-to-house with it helping people put up plywood.

The problem was you had to be extremely careful with nail-placement. You had to get shoot the nail into the center of the mortar between the bricks. If you hit the brick with the nail you would end up just spalling the brick, knocking out a large chunk (1.5" by 0.5") of it rather than penetrating and holding the plywood.

Two problems occured when trying to remove the plywood. The first was that it was just about impossible to get a hammerclaw or prybar under the nail head. I had to bust up my wood to get enough space around the nailhead to pry it out. The second problem was that the nail was held so tightly to the mortar that I ended up pulling out chunks of mortar with the nail. I do wonder if this was partially because it was so hot out (100 F) while I was doing this. The nails were much cooler when he put them in and they may have expanded with the heat of the day, locking them in place.

YMMV.

-Blast
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