Hello,
We had the cavities filled with insulation a few years ago.
At the time, they injected the walls with little grey beads, which were apparently covered wtih some form of glue, which would later dry and hold all of the grey beads together.
While I do think the insulation resulted in the house being a little warmer, we still have the little grey beads coming out of our air vents, everytime there is a strong wind. It drives me crazy, as I ultimately have them popping up throughout the house. Perhaps there's an easy solution to this problem, without having to close off all of the air vents which I know I'm not supposed to do.
If you do decide to invest in some form of insulation, have a look at the [broken link removed] first, as you may be entitled to claim a grant towards the work you are intending to get done.
Also, one other thought, as the bedrooms will no doubt have reasonably large windows - perhaps the windows need to be upgrated or checked for drafts. Glass is very poor at retaining heat, so also ensure you have a good pair of heavy curtains covering each window.