Will faster charging bricks work with Apple Watch Series 4??

You can use Apple 12W and 10W USB power adapters to charge your iPad, iPhone, iPod, Apple Watch, and other Apple accessories, like AirPods and Siri Remote. Just connect your device to the power adapter with the USB to Lightning cable, 30-pin to USB cable, or Apple Watch charger that came with your device.

Your Apple Watch will charge with any power adapter with minimum rating or higher provided the watch cable connects. The watch battery is relatively small so power demand is much lower than (say) an iPhone and any Apple power adapter will be fine. The external charging accessories are simply a source of volts and (milli)amps which are then controlled by the internal circuits in the watch, and the watch will take as much power as it needs for correct charging.

Up to 12W adapters have a USB port which will fit the standard magnetic cable. The port on the higher rated USB-C adapters will not fit the cable for the watch.

From what I have read you can't materially improve the charging speed over the Apple charger that comes with the watch. I say, save your money.

Correct, any Apple charger has more capacity than the watch can use (the excess is simply not used, like driving a high powered car through city traffic). The main reason to use a higher rated charger is for convenience and one size fits all when traveling.

From what I have read you can't materially improve the charging speed over the Apple charger that comes with the watch. I say, save your money.