Building massive seawall around endangered Islands like Mauritius to save from climate change
This is more of an engineering question. For some situations it may be possible to build such a wall around some islands. Such a sea wall would be a cofferdam, which have been used for small scale temporary projects.

Complicating factors would be:


The height of the sea wall and how much water would need to be held back. 
The depth of to the sea floor. If the island is the tip of a seamount with steep sides and a large depth to the sea floor then a sea wall would be impossible.
The depth into the sea bed that the wall would need to be anchored into, or the wall would need to sink into, for the wall to be stable.
The wall would have to be able to withstand typhoons/cyclones/hurricanes,  small tsunamis and seismic events.


A metal wall would not be a long term solution due to corrosion of the metal. The most suitable material would be rock or concrete. Such a wall would need to be very wide. However, over time, even such a wall would need to be replaced/repaired due to sea erosion and battering.

Securing the wall against leaks would be critical and such a system may require solar power pumps to continuously move excess water out of the enclosure.