You don't need payslips or anything like that for the bursary, it's only if you want to apply for the extra financial help they'll ask for those. The bursary isn't sorted out until welcome week - don't worry. Take the originals of all the qualifications you used to apply with - GCSE etc.
Friends of mine who had not had the bcg prior to starting were given it by OH - I'm not 100% sure about the mmr etc but I believe queens give those vaccinations too - and (as mentioned above) everyone has to have the hep b injection before they go out on placement.