Don't forget that tomorrow is תענית אסתר. Fast begins at 4:26 and ends at 6:02 in Jerusalem.
One of the well known verses in the Megillah is ליהודים היתה אורה ושמחה וששון ויקר. The של״ה הקודש says that אורה refers to Torah, שמחה to Yom Tov, ששון to Brit Milla, and ויקר to Tefillin.
These four Mitzvot Haman tried to prevent the Jewish people from observing. He must have seen them as very foundational to the Jewish people. When it says והדת ניתנה בשושן הבירה it means that the Jews rededicated themselves to these Mitzvot.
The של״ה הקודש is amazed how Jews of all backgrounds over the generations were careful to keep the Mitzva of circumcision. Other basic Commandments such as Shabbat and Kashrut have been compromised, but not Milah. Apparently there is a Jewish Neshama even in non-observant Jews to continue to identify themselves as Jews.