Thanks for your enquiry. Unless there is anything in the Deeds granting the right for a neighbouring property to attach items to any adjoining property,your neighbour is not entitled to fix anything on the wall without your permission.
You do really need to check the Deeds firstly- for this, you need to inspect the Transfer document which transferred the property from the Developer to you.
On the basis that no such right exists, you can obtain an injunction (to remove the canopy) and damages (for the damage caused to your wall) because what they are doing is illegal. It is simply that unfortunately any such proceedings are likely to cost you £5,000-£10,000 so practically, it is not worth it and of course I am guessing he knows that.
Since the wall is yours and they are aware that it is yours by continuing to damage your property they are committing the criminal offence of criminal damage. Unfortunately, however, the Police never get involved in such disputes as they will say it is "a civil offence".
In this regard, the law is an ass!
If you can't reason with him, the only practical thing I can suggest is that you or your Solicitor writes to him, stipulating that he should remove it within 7 days and that under no circumstances do you consent to him.
Another more powerful act would be if he does have a Mortgage (your Solicitor will be able to find this out pretty quickly by searching the Land Registry portal and paying £6), your Solicitor should write to them, threatening that if their Borrower does not remove the canopy, he may be instructed by you to issue Court proceedings. Upon receipt of the letter, the Mortgage Lender would normally write a letter to your neighbour asking that he corrects any wrongdoing immediately.
I am sorry I can't be any more constructive, but my answer sets out the legal position.