Spray foam is normally more expensive but it will prevent the possibility of a puncture mark in your vapor barrier as a 6 mil vapor barrier is not necessary when using spray foam caused by someone inserting.
Wine cellar wall insulation.
Spray foam or 6 mil vapor barrier and fiberglass batts.
Frame all cellar walls even concrete walls using standard 2x4 or 2x6 studs.
Without sufficient insulation of the wine cellar ceiling walls and floor temperature changes will occur more frequently and tend to mimic the temperatures of the air surrounding the wine cellar.
A poorly constructed wine cellar may require much more moisture during the same time period not to mention mold issues and your cooling system having to work overtime.
In my humble opinion the best insulation for a wine cellar is closed cell spray foam which is also referred to as 2 pound or medium density.
Some wine cellar builders wrap the entire interior of the walls and leave the plastic sheeting loose in the stud cavity so that the fiberglass insulation can be placed between each stud.
The more insulation the better for your wine cellar.
Other contractors roll in the batting in between the stud cavities and when this is finished the whole wine storage structure is wrapped with plastic sheeting.
Keep in mind the thicker the wall depth the more insulation and higher r value can be achieved.
What should i frame and insulate in my wine cellar.
The wine cellar side is the cold side also always use pressure treated lumber next to concrete to prevent rot.
Building a wine cellar without adequate insulation is also a common problem.
Remember to attach the vapor barrier on the warm side of the wall between the insulation and the wall covering.