@Cheryl
What was your first impression when you arrived?
Like Thailand, but no stripclubs and approx no services 
A bit more expensive than expected, still cheaper than in Europe. Most expensive: cigarettes, beer and fishing. Least expensive: lease and catamaran cruises.
Did you face any challenges while integrating? Any advice on how to overcome them?
Everything sooo slow, but that's expected. Patience is your friend.
E.g. to open a bank account you'll need 3 physical bank visits, half a day each. Same with everything that involves any bureaucracy. Bring a book 
Very low general service availability: no laundry service at all (a washing machine in your apartment is a must), extremely hard to find a cleaning lady/maid (unless you need a maid on daily basis, very very very few would agree to come only once a week). I heard that there are huge issues with electricians, plumbers etc. availability. Make sure that your land lord handles maintenance.
Standard bank transfers (bank to bank) from EU is crazy expensive. For small amounts ATM's are just fine, almost the same costs as direct currency exchange. For larger amounts use moneygram, though you will need a physical bank visit to claim the money.
Products in supermarkets appear and disappear, e.g. french cream, foreign brand beer and many other products are only available every next week or so. Just forget food purchase planning, it wont work 
Most shops close really early, like at 4pm. Most if not all small shops are closed during public holidays, forget shopping on public holidays. The ones that are open, incl. supermarkets, close very early, like at 2pm.
Most if not all small shops have random opening times. You'll never know if the shop you're going to is going to be open.
If you're under premium visa, you cannot get a permanent mobile no (sim), only a tourist one. Yet you can have a cable internet
Hack: get a tourist sim from myt, they allow for 3 month sim internet packages with unlimited extensions 
Unavoidable flora and fauna: lizards (not dangerous at all, dont do any bad, just get used to them and remember to shake out the towel before use), mold (if you leave, e.g. for holidays, and close shut your apartment, it's gonna get hot and moist; you'd want keep all the clothes and bed sheets sealed in plastics; otherwise just keep windows open at all times).
Avoidable flora and fauna: ants and cockroaches (look for ant traps and cockroach poison in a supermarket).
Are there any support programs, groups or events to help newcomers settle in?
Never heard of such a thing.
Do you find it easy to make friends or connections with locals and fellow expats?
Same as everywhere, no easier, no harder.
What makes Mauritius a welcoming destination for expats?
Easy immigration at least for premium visas (2y), great climate, ocean, cheap (long term) lease.