Over the top springs to mind, especially since everything was working with no problems.

I'm sure you'll carry on with what you think is right, however I'm just posting for the benefit of anybody inexperienced who might read this and think that all this is necessary. It might reduce the chance of problems, but there are thousands of machines that run with unshielded wiring and VFDs inside control boxes, with no issues what so ever.

And if you really were doing everything correctly, your new choke/filter for the VFD should be mounted on a sub-plate, not directly to the case ;-)