I've used a belt sander to both tidy up edges of polished porcelain tiles (putting a bevel back on to the cut edge so it matches the other edges) as well as to level off normal glazed tiles (getting the edge flush with the top of a 1.2 meter high wall).
I was expecting it to really chew through the sanding belt however I did both jobs with the same belt...probably about 30 meters of edge all up, and the belt is still ok. (just a regular 120 grit 3M belt, nothing fancy)
Based on this experience, I'd recommend sticking the tiles on and then giving the edges a brief introduction to the belt sander - its a bit easer to keep it looking neat than an angle grinder.
Brick/concrete cleaning is usually done with 1 part hydrochloric acid to 10 parts water. Saturate the surface with water first so that it doesnt get sucked into the concrete, brush it on with a stiff broom, leave for a few minutes and hose it off.
You may be able to texture the surface enough for the adhesive using a high pressure washer, if you want an excuse to buy one!