It looks like there are a couple of alternatives to get to Goat Canyon Trestle. Jerry Shad's book Afoot and Afield in San Diego County lists 2 hikes, one that gets you to a view from a distance and the other that sounds like it gets you more or less under the trestle. You can't just walk the train tracks, at least not legally anyway, and it sounds like the fine is pretty hefty, and it is patrolled. There is an account of taking mountain bikes along the tracks posted somewhere on the Internet, but that was many years ago, and I'm pretty sure you can't do that now.
The other big problem out here is leaving a vehicle unattended, due to the proximity to the border, and the illegal alien presence in the area. I've heard several warnings about that. From talking with Mitch, there may also be the other kind of alien presence as well, but I'll let him talk about that.
The hike from Mortero Palms (near Dos Cabezas) to Goat Canyon is listed as being moderately difficult, 4.0 miles round trip, 4 hours.
The hike up Carrizo Gorge is listed as very difficult, 18 miles one way, so you would certainly want to camp along the way, and set up a car shuttle or drop-off. Shad suggests traveling very light due to the very difficult terrain.
There is a whole lot of stuff to see down in that southern part of Anza Borrego. We'll have to set up some trips down that way.