Depends on whether the shower is enclosed, open or a steam shower. Most showers we just use a mastic or pre-mixed mortar. We also use your typical modified thin-set, if we use this we'll skim coat the ceiling with fresh mud then trowel the back side of each tile and stick it to the ceiling. The grooves you create by troweling actually suctions it to the ceiling, but make sure the mud is not to thin and not to thick!

Thank you for the tip.