A soft start is only required when you are working with larger setups. Fi. a 2x1200W amp with transformers. With an SMPS PSU or small transformers it is not required to use a soft start: the peak current during power on will not be high enough to blow your fuse.

Regarding the AC power entry: the module should follow all applicable regulations. That should be your main concern: the build should be as safe as possible.
The amp rating should be high enough for your setup. Sorry, but I can't be more specific: I do not know what you are building.
Filtered or unfiltered is almost a personal preference. I look at it like this: if you don't have any noise on the powerlines it's fine to skip this. Powerline adapters are guaranteed to insert noise, so if you use these at home I'd recommend a filter.
Medical grade: the filtering on a medical grade power entry module is different. Most of the normal filters dump all noise to ground. I would advise against doing that. IMO it's not a good practice to dump all noise there and then use it as a reference for your PSU.
Using a fuse is in most countries mandatory. But if it isn't required, add it anyway. It doesn't need to be in the module itself, but I would recommend doing that. Use of a fast fuse is highly recommended.
An on/off button is recommended. And in the EU it's required.