Once registered in canton Vaud, it will be mandatory for me to buy Swiss health insurance. I have not yet done so, but will need to soon.

Tomorrow, I have a doctor's appointment for a general medical check-up which should cost somewhere in the area of 100-200 chuffs.

If I were already insured, I imagine this would be covered. Is it possible to retroactively have this covered?

Your insurance is generally valid from the date of your arrival in Switzerland, not your registration day. Have you recently arrived? At any rate, once you have coverage if it is from your arrival date then you should be covered.

I arrived a few weeks ago.

So, assuming I eventually get Swiss insurance, there's a good chance that they will cover doctor's visits?

But you haven't registered yet? If not, you should. You have 8 or 14 days from the date of arrival to do that (I can't remember which - I think it's 8). You have 90 days from your arrival date to get health insurance. Then, it would probably cover the doctors visit, as insurance is backdated, but you wouldn't have met your deductible, so you might be paying for it out of pocket. Depends on what the visit is for, what insurance you end up getting, etc.

Not sure if I need to register with a UN carte de legitimation....which is why I didn't straight away. As usual, was hoping the process would be faster than it has proven to be...

You still have to register regardless of which permit you have.

It depends what you mean by 'covered' though. Covered in as much as it will count towards your 'deductible' (the level of which will depend on which insurance option you take). No policy will simply pay out the first 100-200 sfr doctor's visit. Until you hit the deductible you pay everything, thereafter you will pay 10% (I believe) of all costs.

Turns out that I don't with the legitimation card, as it functions as a residence permit.

While it functions as a permit, you still need to register where you are living with the town/village/city authorities. And depending on how competent/thorough they are, they will check or ask you proof of insurance.