What would happen if every miner adds a transaction to his block that did not occur? Let's say every single miner in the world added the same transaction to their block via trickery. The transaction was never initiated by the wallet holder. Would a block from these miners be added to the block chain?

If so what is the minimum number of miners needed to add a fake transaction to the block chain?
Only the wallet holder can create a valid transaction. That's what makes them the wallet holder. The holder of a wallet is the person who can create valid transactions to claim the funds in that wallet.

So the transaction is not valid. Any block containing an invalid transaction is itself invalid. So everyone else (exchanges, wallets, etcetera) would ignore that block and any blocks mined on top of it. So all these miners would lose out on the money they could have made by mining valid blocks.