This community wiki answer serves to compile all wall solutions into one complete answer, crediting those users who were first to find them...
The final answer to the puzzle (found by @DanielS) is:
STEADY
The is found by resolving the following connecting wall, which comprises the hidden words from each of the 16 individual walls:
BANG, CHARLTON, DECK, EMPIRE, HANG, HAWKEYE, HOLD, HOT, HOWE, IRVINE, JONES, LONG, MOUNTAIN, SECOND, SILVER, SPOT
Its groups are:
(Sports) Group 1 - Sportsmen named 'EDDIE': CHARLTON (cue sports), HOWE (football), IRVINE (motor racing), JONES (rugby union);
Group 2 - Words that precede 'ON': BANG on, HANG on, HOLD on, SPOT on;
Group 3 - Words that precede 'HAND': DECKhand, HOT hand, LONGhand, SECOND-hand;
Group 4 - US STATE nicknames: EMPIRE (NY), HAWKEYE (IO), MOUNTAIN (WV), SILVER (NV).
Hidden word: ON, EDDIE, HAND and STATE can all be preceded by STEADY (Steady on, "Steady Eddie", Steady hand, Steady state).
The sixteen initial walls resolve as follows:
Wall 01 (solved by @JS1)
(Games) Group 1 - Western-themed board/card games: DEADWOOD, GUNSLINGER, HOMESTEADERS, REVOLVER;
Group 2 - "The Big ...": APPLE, BOPPER, SHORT, SLEEP;
Group 3 - Batman TV series onomatopoeia: BOFF, POW, SOCK, THWACK;
Group 4 - First 4 letters of an Asian country: CHIN(a), PHIL(ippines), SING(apore), UNIT(ed Arab Emirates).
Hidden word: BANG
(A Western-themed game, The Big BANG, BANG!, BANG(ladesh))
Wall 02 (solved by @MOehm)
(Sports) Group 1 - Football clubs missing 'ATHLETIC': Athletic BILBAO, Athletic CLUB, DOVER Athletic, OLDHAM Athletic;
(Sports) Group 2 - England players in the 1966 World Cup Final: Alan BALL, Gordon BANKS, Roger HUNT, Bobby MOORE;
Group 3 - Words that end with an imperial unit of weight: COM(POUND), SILVER(STONE), TR(OUNCE), WHOLE(GRAIN);
Group 4 - Words that start with a synonym of 'damage by fire': (BURN)LEY, (SEAR)CHLIGHT, (SINGE)R, (TORCH)BEARER.
Hidden word: CHARLTON
(CHARLTON Athletic, Bobby & Jack CHARLTON, CHARL(TON), (CHAR)LTON)
Wall 03 (solved by @JS1)
(Games) Group 1 - Card game terminology: DEAL, JACK, SUIT, TRICK;
Group 2 - Replace a vowel to form the name of a bird: AWL (owl), JOY (jay), LURK (lark), STARK (stork);
Group 3 - Words that can follow 'QUARTER': quarterBACK, quarter-FINAL, quarterMASTER, quarter NOTE;
Group 4 - 3-letter month abbreviations, plus a letter: (JAN)E, (JUN)K, (MAR)K, (NOV)A.
Hidden word: DECK
(A pack of cards, one vowel away from DuCK, quarterDECK and (DEC)K)
Wall 04 (solved by @GarethMcCaughan and JS1)
(Games) Group 1 - Can follow the name of a Monopoly space: (Jail) BREAK, (Chance) ENCOUNTER, (Go) SOUTH, (Just Visiting) THIS PLANET (book / film / album);
Group 2 - Contains a letter of the Greek alphabet at its centre: A(PHI)D, EA(RHO)LE, S(MU)G, TI(BETA)NS;
Group 3 - Apple varieties: BRAEBURN, CAMEO, FUJI, GALA;
Group 4 - Words that follow 'ROMAN': Roman CANDLE, Roman CATHOLIC, Roman HOLIDAY, Roman KEMP.
Hidden word: EMPIRE
(Boardwalk EMPIRE, EM(PI)RE, EMPIRE apples, Roman EMPIRE)
Wall 05 (solved by @Alaiko)
(Sports) Group 1 - When followed by 'TIME', a sporting concept: EXTRA time, HALF time, INJURY time, OVERtime;
Group 2 - Words that start with a historical Chinese dynasty: (JIN)X, (MING)LE, (SUI)TE, (TANG)Y;
Group 3 - Words that can follow "don't give a ..." to mean that you couldn't care less: DAMN, FIG, HOOT, TOSS;
Group 4 - Words that can be followed by 'NAIL': (FINGER)nail, (HOB)nail, JIMMY nail, RUSTY nail.
Hidden word: HANG
(Hang time, Han Dynasty, "don't give a hang", hangnail)
Wall 06 (solved by @MOehm)
(Sports) Group 1 - Referee assistance technology: CYCLOPS (tennis), HOT SPOT (cricket), SNICKO (cricket), VAR (football);
Group 2 - Words that start with a bird: (CROW)N, (GULL)IBLE, (TERN)ARY, (TIT)LE;
Group 3 - Words that end with a 3-letter body part: BATTLES(HIP), CH(ARM), NUCL(EAR), PAPERC(LIP);
Group 4 - Marvel Cinematic Universe superheroes: FALCON, HULK, NEBULA, VISION.
Hidden word: HAWKEYE
(HAWK-EYE in tennis, (HAWK)EYE, HAWK(EYE), Clint Barton)
Wall 07 (solved by @MOehm)
(Sports) Group 1 - Parts of a golf course with their last letter changed: BUNKED/r, GREEK/n, ROUGE/h, TEN/e;
Group 2 - Words that can follow 'HOUSE': house MARTIN, house-PROUD, houseWARMING, houseWIFE;
Group 3 - Actions you can do to HANDS: CLASP, FOLD, JOIN, SHAKE;
Group 4 - Words that end with a synonym of 'OLD': OUTR(AGED), PRE(MATURE), STIN(GRAY), ST(RIPE).
Hidden word: HOLD
(HOLD/e, houseHOLD, HOLD hands, H(OLD))
Wall 08 (solved by @MOehm)
(Sports) Group 1 - Prepending an 'S' makes a tennis term: (s)INGLES, (s)LICE, (s)MASH, (s)PIN;
Group 2 - Words that can follow 'RED': Red ALERT, Red CARD, Red DEVILS, Red RUM;
Group 3 - Words that can precede 'POTATO': COUCH potato, JACKET potato, NEW potato, SWEET potato;
Group 4 - Codewords of the NATO phonetic alphabet two letters short: BRA(vo), GO(lf), TAN(go), YANK(ee).
Hidden word: HOT
((s)HOT, Red HOT, HOT potato, HOT(el))
Wall 09 (solved by @fljx)
(Sports) Group 1 - Multiple-time winners of the NHL's Art Ross Trophy: Bobby HULL, Connor MCDAVID, Dickie MOORE, Bobby ORR;
Group 2 - UK Chancellors of the Exchequer: Jeremy HUNT, Nigel LAWSON, John MAJOR, George OSBORNE;
Group 3 - Words that rhyme with 'OW': CIAO, FRAU, PLOUGH, WOW;
Group 4 - Homophones of question words: HOO (Who?), WATT (What?), WEAR (Where?), Y (Why?).
Hidden word: HOWE
(Gordie Howe, Geoffrey Howe, rhymes with 'OW', and sounds like 'How?')
Wall 10 (solved by @Alaiko)
(Sports) Group 1 - Female BBC sports presenters: Sue BARKER, Clare BALDING, Gabby LOGAN, Alex SCOTT;
Group 2 - Towns in Ayrshire, Scotland: KILMARNOCK, LARGS, SALTCOATS, TROON;
Group 3 - Names end with climbing plants: CORNERS(HOP), MONT(ROSE), PR(IVY), SICI(LIANA);
Group 4 - Cities in Orange County, California: BREA, CYPRESS, ORANGE, WESTMINSTER.
Hidden word: IRVINE
(Hazel IRVINE, a town in Ayrshire, IR(VINE), a city in Orange County)
Wall 11 (solved by @MOehm)
(Sports) Group 1 - Australian goalkeepers who played in the Premier League: Mark BOSNICH, Adam FEDERICI, John FILAN, Mark SCHWARZER;
Group 2 - Contains a number written out: FUN(NINE)SS, NE(TWO)RK, S(TEN)T, W(EIGHT)ED;
Group 3 - Surnames of actors whose first names are months: April BOWLBY, August DIEHL, May MCAVOY, June WHITFIELD;
Group 4 - Harrison Ford characters: John BOOK, Richard KIMBLE, Jack RYAN, Han SOLO.
Hidden word: JONES
(Brad JONES, J(ONE)S, January JONES, Indiana JONES)
Wall 12 (solved by @JS1)
(Sports) Group 1 - First words of athletics field events: HAMMER (throw), HIGH (jump), POLE (vault), SHOT (put);
Group 2 - Words that can be prefixed by 'PRO' to form other words: proACTIVE, proCURE, proFIT, proVINCE;
Group 3 - Words that can precede 'RUN': DRY run, DUMMY run, HOME run, RAT run;
Group 4 - Words that can precede 'BOAT': GUNboat, LIFEboat, PLEASURE boat, SPEEDboat.
Hidden word: LONG
(LONG jump, proLONG, LONG run, LONGboat)
Wall 13 (solved by @Alaiko)
(Sports) Group 1 - Words that start with the surname of a player in England's national men's football team: (POPE)YE (Nick Pope), (RICE)PAPER (Declan Rice), (SAKA)GUCHI (Bukayo Saka), (SHAW)L (Luke Shaw);
Group 2 - US time zones: ALASKA, CENTRAL, EASTERN, PACIFIC;
Group 3 - Words that can be followed by 'BIKE': DIRT bike, EXERCISE bike, GHOST bike, PUSH bike;
Group 4 - Rock bands: BOSTON, KANSAS, KISS, RAINBOW.
Hidden word: MOUNTAIN
(Mason (MOUNT)ain, MOUNTAIN time, MOUNTAIN bike, and there is a band named MOUNTAIN)
Wall 14 (solved by @fljx)
(Sports) Group 1 - Personnel involved in a boxing match: COACH, DOCTOR, PROMOTER, REFEREE;
Group 2 - Short periods of time: JIFFY, MINUTE, MOMENT, SHAKE;
Group 3 - Words that start with a trigonometric function: (COS)TCO, (COT)TAGE, (SIN)CERE, (TAN)GERINE;
Group 4 - Words that can be followed by 'STRIKE': BIRD strike, COUNTER-strike, GENERAL strike, HUNGER strike.
Hidden word: SECOND
(Boxing's cornerman, one sixtieth of a minute, (SEC)OND, Second strike)
Wall 15 (solved by @fljx)
(Sports) Group 1 - NBA Commissioners: Walter KENNEDY, Larry O’BRIEN, Maurice PODOLOFF, David STERN;
Group 2 - Medals: AIR, FIELDS, GEORGE, GOLD;
Group 3 - Fictional pirate captains: FLINT (Treasure Island), HOOK (Peter Pan), SPARROW (Pirates of the Caribbean), SHAKESPEARE (Stardust);
Group 4 - Horses from TV shows: CHAMPION (Champion the Wonder Horse), FURY (Fury), HERCULES (Steptoe and Son), TORNADO (Zorro).
Hidden word: SILVER
(Adam SILVER, SILVER medal, Long John SILVER, and the horse from The Lone Ranger)
Wall 16 (solved by @JS1)
(Sports) Group 1 - Types of 'KICK; in football: BICYCLE, CORNER, FREE, GOAL;
Group 2 - "In trouble" when "In a ...": BIND, FIX, JAM, PICKLE;
Group 3 - "On the ...": FENCE, ROPES, RUN, TAKE;
Group 4 - Anagrams of each other: OPTS, POST, STOP, TOPS.
Hidden word: SPOT
(SPOT kick, in a SPOT, on the SPOT, anagram of POTS)