Yeah, I always use either plastic or lead anchors with screws, or epoxy in a threaded stud.
Concrete wall? Below-ground basement? If so, I can see why spoiled results can be of concern. For me, 2x4s on concrete for a toolshed. Went smoothly, although there’s a crack running through the middle of the concrete I had poured. Probably ground settling and nothing to do with the toolshed. I used a air-driven palm nailer to assemble the toolshed, went up fast. Probably all tools will be banned if liberals have their way.