The wall isn't something he can do without congressional support. Plus without some more members of his cabinet, it will be tough. As for Mexico paying for it, there are many ways they can pay for it without them writing a check.
The ban on Muslims is something that will be an interesting play. I really don't know if that can be executive ordered. The ban was never going to be all Muslims, it was going to be a ban from certain Muslim countries. I would assume that can be done via homeland without congress, but I'm not certain.
Expelling all the illegals was never going to happen and he softened his stance on that between the primaries and the general election. He landed on expelling those that committed crimes. Considering the criminal element, he needs to have his Attorney General in place. I think this will move forward quickly.
Obamacare replacement was always going to be a full load. But he has started work on the initial steps of repeal or at least defunding it.
As for healthcare, it is already fucked up. While millions more now have insurance, it is basically worthless. So what if a person that makes $20K a year has insurance? If it is a high deductable plan (the plans that are paid for with tax dollars are all high deductible) doesn't change whether or not the person can see a doctor nor if they can pay for it. It really only helps if the person has a very costly illness. But to a person with zero money, what is the difference between owing $5K and $500K? Neither one will get paid. The Dems won't work on anything to make it better as long as Obamacare exists. They've already said that. So the only way the GOP can move forward is put gas to the fire and let it explode due to lack of funding.