You're overthinking this totally.
1: the input fuse is not there for short circuit protection, but for fire protection.
2: inrush protection: normally not necessary, the 230 V mains line is stiff enough to tolerate this.
3: MOV, sure, if it makes you feel good,
4: power switch: yes, of course.
5: TVS? Depends on your circuit.
6: secondary fuse? Certainly, and this is where your overload protection should be.
But frankly: for a resistive load such as a soldering iron, that has a relatively long thermal time constant, switching it on or off every couple of seconds is fully sufficient. A relay is enough.