Yes, the Vatican has some impressive walls. But there's a big difference between that and Trump's proposed wall, which is that the Vatican's isn't intended to, or could possibly be effective at, keeping unauthorized people out.
I've been to the Vatican. I've even walked all the way around it, outside its wall. (It took me about 45 minutes.) I know the local geography. And that wall is only around the back and sides. (It has a gate in it for the art museums, but that's irrelevant since Trump's wall would have ticketed gates too.) But it has more than just a gate.
Look: here's a photo taken from the top of St. Peter's, in the middle of the Vatican, looking out right through the entrance towards central Rome. (By the way, the old grey castle to the left of the far end of the boulevard is the Castel Sant'Angelo, the Roman structure that Tosca leaped off the ramparts of. The Tiber can be seen just off to its right.)
See any wall? The national boundary between the Vatican and Italy runs through the gap at the far side between the semi-circular colonnades. It's completely open. So are the colonnades, which you can walk through. No customs stations, either. On either side, the boundary runs about a quarter-circle back along the colonnades, and then turns out to the sides. There's no wall there either; the walls only begin further out.
The Vatican is not closed off to keep Italian hordes from coming in and taking all the Vatican's jobs. In fact, Italians hold most of the Vatican's jobs; they held the top job continuously for centuries until 1978. Italians, and anybody else who wants to, pour into the Vatican to tour or to worship every day. They're particularly voluminous on days that the Pope gives an address or conducts mass. I took my little circumnavigation by foot while B. was attending a mass conducted by JP2 (a mass for which we'd gotten her a ticket by simply asking the Swiss Guard on duty when we first visited a couple days earlier). When we left, the crowds were so massive that we couldn't get a taxi out of the Vatican, so we simply walked across the border and a couple miles back to our apartment.
Wall around the Vatican, my foot. What's unChristian isn't having a wall, but what Trump would do with it.
PS: Jerusalem? Has a wall around it too. Didn't stop Jesus from getting in. (And with a name like "Jesus", he was probably an illegal Mexican immigrant.)