I think that going all the way to barcodes and persistent homology is a big leap, and probably not one where there will be something interesting. But maybe there are interesting things if you just go a baby step in that direction.
You're looking at $E({\mathbb F}_p)$ as a subset of ${\mathbb R}^2$. But I'd say it is better to look on the torus ${\mathbb R}^2 / (p {\mathbb Z})^2$ to start, so that the distance from $0$ to $1$ equals the distance from $p-1$ to $0$, wrapping around.
Then you can start "thickening" your dots on the torus, and see what happens. The very first interesting things (colliding dots) will happen when you have two points $(x,y)$ and $(x',y')$ with $x'-x = \pm 1$ and $y' = y$, or with $x'=x$ and $y'-y = \pm 1$. (Modulo $p$ that is.)
When do these happen? One can look at the variety $X \subset E \times E$, whose points are pairs of points $((x,y),(x',y')) \in E \times E$ satisfying such a pair of conditions like $x' - x = 1$ and $y' = y$. The number of such points is bounded by 6 if my scribbles are correct, and easy enough to relate to the number of solutions to a cubic equation over ${\mathbb F}_p$ anyways.
But I think this is not particularly interesting in its current form, because one could look at any such pair of conditions like $x' - x = u$ and $y' - y = v$. The number of solutions shouldn't depend on the archimedean size of $u$ and $v$, as far as I can tell. So if you find a point $(x,y)$ in $E({\mathbb F}_p)$, I think that other points on $E({\mathbb F}_p)$ will not strongly prefer to be close (on the torus or in ${\mathbb R}^2$ to $(x,y)$ or far from $(x,y)$ -- the only big influence would be the $y \rightarrow -y$ symmetry.
I don't really know though. I might start by asking the question: to what extent does $E({\mathbb F}_p)$ behave like a random symmetric (with respect to $y \rightarrow -y$) subset of the torus ${\mathbb R}^2 / (p {\mathbb Z})^2$. Perhaps someone has looked at this before, varying $p$ and/or varying the curve $E$. If it is indeed "random", then geometric invariants won't see more than the background distribution. (I don't know the expectations for persistent homology of a random finite subset of the torus of a given cardinality either!)