As others have said, you could make a case for all of them.
Henderson is perhaps my 'favourite' - as well as being a great 'keeper, he's just so damn likeable. After all the can't-be-arsed loanees we've had recently, it's great to see.
Egan had a slightly rocky start but has probably been cumulatively our best player over the past few games. Defence was an achilles heel last season, so he's been a vital signing.
Norwood is obviously the most crucial to our style of play and has had the biggest immediate impact on the side. Praise the Lord (Wilder) for Norwood breaking up the Lundstram/Evans axis. Came into the side and immediately made it so much better. That said, he's had as many bad games as anyone on the list. I'm also not as convinced as others that he's better than Paul Coutts either.
McGoldrick, well in any other year if a striker had come in and had bagged as many winning goals as he has already (in the last three games on the spin!) he'd be the signing of the Summer, hands down. His best performance though was in a game he didn't score, against Villa. He looked different class that day.
My heart says Dean Henderson but my head says Ollie Norwood. You can just about survive with an inferior 'keeper, or a weaker back line, or without McGoldrick's goals, but we couldn't have coped with an Evans/Lundstram midfield.So he's been the biggest improvement on last year.