Reddit mentions: The best self-tapping screws

I'm from the US so we may be using different terminology but the plastic thing that you put into the wall is what we call a "wall anchor". I think they are what you call "plugs".

If you look at the package of wall anchors you've purchased it says it's for use in "solid brickwork, masonry, concrete or blockwork". Those type of wall anchors are not intended to expand very much and will not grip drywall well. You need dry wall anchors something like this. Also pay attention to the the amount of weight they are rated for, something like this the higher the better. If you there are studs in that recess that's the best thing to do is screw into the studs directly using some strong screws and forget the drywall anchors.

Otherwise get drywall anchors and unless the anchors are quite a bit bigger than the holes you already made you should not reuse the same holes.

Good luck and also keep in mind walls in a home are not always exactly 90 degrees so you may need the boards / ledges that the top will rest on to be a bit bigger or you can cut the top to custom fit the shape of the recess.

Those ducts look like they were masticed which is perfect. This was the product I was talking about: https://www.lowes.com/pd/Frost-King-0-125-in-Foam-Plumbing-Pipe-Wrap-Insulation/1081449

One side is sticky, but being out and exposed to the elements might take its toll.

My suggestion is this, I warn it will take some work but it will be very worth it, and not that expensive while yeilding the best r-value bang for buck:

Get some foam board adhesive: https://www.homedepot.com/p/Loctite-PL-300-10-fl-oz-Foamboard-Adhesive-1421941/202020476

And get some sheets of foam board: https://www.lowes.com/pd/Kingspan-Insulation-Common-2-in-x-4-ft-x-8-ft-Actual-2-in-x-4-ft-x-8-Feet-R-10-Unfaced-Polystyrene-Foam-Board-Insulation/999972968

Your outside layer of foam board should be this: https://www.menards.com/main/building-materials/insulation/foam-board-insulation/johns-manville-foil-faced-polyiso-foam-insulation-4-x-8/w-n5075/p-1444438921381.htm

To start you should verify 100% that those duct joints are masticed good, and I mean good, all the joints should be full of it and no holes, no pinholes even. if not get this: https://www.amazon.com/Design-Polymerics-Mastic-Sealant-0-50-Gallon/dp/B0085UZBE2

Once they are 100% sealed you can start. IF you want layers of foam board (more r-value the better) the best thing you can do is use an unfaced foam board for your layers. Your outer layer should be the foil faced foam board. To attach your foam board to your ducts use the duct adhesive, you MUST use this specifically, other adhesives can degrade and "eat away" the foam and eventually the adhesive will fail and it will fall off. Obviously you will need to cut the foam board to spec to fit on the ducting. USe the adhesive to attach it to the ductwork, foil face out. You will then want to cover the seams with silicon or foil faced duct work tape, not duck tape. IF you want additional security for them to hold and not fall off or fly off with wind you can use a metal band strap. or self tapping screws with large zinc washers

metal duct tape: https://www.amazon.com/3M-Foil-Tape-3381-Silver/dp/B00A7I5L86/ref=sr_1_6?keywords=speed+tape&qid=1551224134&s=gateway&sr=8-6

metal strapping: https://www.amazon.com/DIVERSITECH-710-001-Galvanized-Metallic-Strap/dp/B00CD6WON0/ref=sr_1_8?keywords=metal+strapping&qid=1551224293&s=gateway&sr=8-8

metal strapping tension locks: https://www.amazon.com/Tension-Triglides-Webbing-Strapping-Adjustor/dp/B01JG09244/ref=sr_1_17?keywords=metal+strapping&qid=1551224293&s=gateway&sr=8-17


self tapping screws (need to be long enough to go through foam AND the metal duct work): https://www.amazon.com/Self-Drilling-Plated-Finish-Undercut-Phillips/dp/B00GYK2S7I/ref=sr_1_3?keywords=3+inch+self+tapping+screws&qid=1551224214&s=gateway&sr=8-3

Now since its outside the air inside will eventually still change to the outside temperature, but not as fast and less bleed off of temperature in the ductwork due to outside ambient temperature making the ductwork sheathing the same temperature.

https://www.amazon.com/U-Turn-Tapping-Screws-Rubber-Washer/dp/B07RNWX423/ref=sr_1_8?crid=NZ9A51TSN9V9&keywords=self+tapping+screws+for+metal+rubber&qid=1558020480&s=gateway&sprefix=self+tapping%2Caps%2C208&sr=8-8

Something like these (no affiliate link, should be straight link to amazon). You don't want to torque these all the way down, that'd make the grommet worthless. But you can do it without the rubber, and yes, torque them down, then enamel paint a few coats on top.

These screws are great for that kind of project. I usually shoot the thing together with a finish nailer first. It makes it easier to use the screws afterwards. The link is from Amazon but Home Depot has them for significantly less.

https://www.amazon.ca/GRK-ProPak-Finishing-Screws-725-Count/dp/B001PCVOG6/ref=sr_1_5?ie=UTF8&qid=1511106909&sr=8-5&keywords=finishing+screws&dpID=31AIkohHOvL&preST=_SY300_QL70_&dpSrc=srch

Some of these and maybe a shorter bolt so it does not protrude.

These'll do ya. I call 'em zip screws: https://www.amazon.com/dp/B0040QTMW2/

It’s just a serrated washer head self drilling/tapping screws

Steel Self-Drilling Screw, Zinc Plated Finish, Serrated Hex Washer Head, Hex Drive, #2 Drill Point, 1/4"-20 Thread Size, 1" Length (Pack of 50) https://www.amazon.com/dp/B00GYJ7OXW/ref=cm_sw_r_cp_api_i_G4FACb1H1AT6E