I would support the recommendations for insulation, floor, walls and roof. You have only one chance to install it and that is at the construction stage and the insulation should be as efficient and as thick as you can stretch to. The most efficient insulation is Celotex much better than polystyrene or rock wool but also more expensive. I built a shed in my garden for a darkroom and just wish I had put in more insulation but it is not possible now.

Tony