Go back the way they came in, TOGETHER.

SEND A BILL FOR DETENTION OF EXPATS WITH INTEREST, This can cost the tax payer nothing, and the ejecting country can eat shit and pay it, or face the consequences of an embargo, which I'm pretty sure partnering nations would be completely fine with (including the entire continent of Europe). The EU will follow suit as we do. They won't exist without us.

Of course there will be audits and exceptions for legitimate asylum seekers that are willing to integrate peacefully. But you can't say that to the media.