In reply to joeramsay:
The advantage of using a backboard is that you're free to choose the best places to drill into the stone, i.e. relatively flat and even sections that aren't too recessed compared to the rest of the wall, without being constrained by the location of the holes in the fingerboard. Two drilled holes in the stone, with ordinary rawlplugs, might suffice but three of four would be better. The expected load of a fingerboard isn't really that great so any rawlplugs that take 50mm or so screws should be fine.
Assuming the fingerboard isn't going to be anywhere likely to get wet, the backboard won't need to be made of anything fancy, Anything better than the cheapest chipboard will probably work fine but I'd personally recommend P5 waterproof chipboard flooring, as it's ultra-compressed and has a bullet hard surface for really very little cost. With a backboard already in place it will be a simple matter to screw the fingerboard directly to it.