We've recently done this (villaboard to masonry). According to a friend who's a tiler, if you don't want to use battens, you can join it to a(straight) wall with a series of screws in wall plugs (or spaghetti). Basically you should use as many as you would nails in battens.
I did this, and recessed the heads by lightly and partially pre-drilling with a large diameter drill bit, then drilling through this with the masonry drill bit (say 5mm). Whack a plug in, tap it into the masonry, and then insert a screw.
If you want to tile over it, or just make sure it's waterproof, buy some of the blue under-tile preparation and paint over it.
The reason you can't glue it (with stud adhesive, cornice cement and so on) is that water from the bathroom penetrates the porous villaboard and detaches the glue. Good luck with it mate.