It's usual to fill these holes as you build using the bricklaying mortar.  These bricks are Class B and are totally frostproof so the filled holes and filled centre core of the pier will have no ill effects from frost.

If you want to fill the centre core of the pier with concrete rather than mortar that's fine, just a bit more effort as you need concrete as well as mortar.  The core can be filled after the pier mortar has 'gone off' and this avoids the possibility of the pier being disturbed by the core filling.

If these pillars are tall or for gates then a steel reinforcement should be set into the footing pad to rise throught the central core and then you should only fill the core with concrete rather than mortar.