Some brick is fairly soft and can be problematic trying to get and keep a good anchor in it. A lead anchor, a plastic one, or a Tapcon screw all might work. It may take drilling the proper sized hole, or maybe making the existing one deeper to work. Should you decide to go with Tapcons, the size of the hole is critical if you want it to hold and make sure to blow out the debris in the hole, regardless of the method you choose. Failing to make the hole deep enough can be an issue. If it's in a wet area that has freeze/thaw cycles, moisture that may get into the hole or behind the box can put huge stresses on things, and eventually, fracture the brick enough to loosen a fastener or, potentially, crack one.