The one question often asked is if to glue the patches in or not - well, I usually don't. The structure of the patches and the holes in the walls make a solid connection rather difficult. Besides, after all it is a temporary game in the public city space - your city, your playground.
Feel free to use all different kinds of plastic construction bricks! The small ones, the big ones, the cheap ones, the expensive ones - Any toy-bricks you can find and whatever you can afford! Without restriction to any specific brands.
Concerning the legal notion of Dispatchwork, i recommend you do it in plain daylight. First of all, this prevents from even being suspected of doing something illegal, which, secondly, Dispatchwork isn't. After all, if the patches are not glued and the reconversion is possible without damage to the wall's structure, complaints about vandalism are invalid. In fact, you are conducting a repair!