We can prove a slightly more general statement, which works for any Hermitian "sandwiched" matrix $P$ in any dimension $d$... but only for $t=2$ in the number of copies :'(
Let us call $V$ this expectation, and let $W$ be a unitary matrix. We have:
$$\begin{align*}
W^{\otimes2}V &= \int_U\left(WUPU^\dagger\right)^{\otimes 2}\,\mathrm{d}\mu(U)\\
&= \int_U\left(UPU^\dagger W\right)^{\otimes 2}\,\mathrm{d}\mu(UW)\\
&= \int_U\left(UPU^\dagger W\right)^{\otimes 2}\,\mathrm{d}\mu(U)\\
&= VW^{\otimes 2}.
\end{align*}$$
Thus, $V$ commutes with every $W^{\otimes 2}$ for $W\in \mathcal{U}(d)$.
We now want to use Schur's Lemma. We know that the symmetric subspace $\vee^2\mathbb{C}^d$ and the antisymmetric one are both irreducible representations of the group action $W\mapsto W^{\otimes 2}$. Furthermore, the former has dimension $\binom{d+1}{2}$ and the latter $\binom{d}{2}$, which conveniently sums up to $d^2$. Thus, we know that $V$ can be written as:
$$V=\lambda_1P_{\text{sym}}+\lambda_2P_{\text{antisym}}$$
where $P_{\text{sym}}$ and $P_{\text{antisym}}$ are the respective projectors onto these subspaces.
We can evaluate $\lambda_1$ by computing:
$$\lambda_1=\langle00|V|00\rangle=\int_U(\langle0|UPU^\dagger|0\rangle)^2\,\mathrm{d}\mu(U).$$
Since $P$ is Hermitian, $\langle0|UPU^\dagger|0\rangle$ is real. Thus, we can write:
$$\lambda_1=\int_U|\langle0|UPU^\dagger|0\rangle|^2\,\mathrm{d}\mu(U)$$
This is a known quantity and we have:
$$\lambda_1=\frac{\mathrm{tr}^2(P)+d}{(d+1)d}$$
Note also that we have, once again using the fact that $P$ is Hermitian:
$$\mathrm{tr}(V)=\lambda_1\binom{d+1}{2}+\lambda_2\binom{d}{2}=\mathrm{tr}^2(P).$$
Which gives us:
$$\lambda_2=\frac{\mathrm{tr}^2(P)-d}{d(d-1)}.$$
If $P$ is a Pauli matrix, it simplifies a lot, since the identity is the only one with a non-nil trace. For $P=I$, we find $\lambda_1=\lambda_2=1$, which gives us $$V=P_{\text{sym}}+P_{\text{anti}}=I,$$ and for any other Pauli matrix this gives us $\lambda_1=\frac{1}{d+1}$ and $\lambda_2=-\frac{1}{d-1}$, which gives us $$V=\frac{1}{d+1}P_{\text{sym}}-\frac{1}{d-1}P_{\text{anti}}.$$