I've fitted the mains filter and installed it in the machine. I can now power the whole beast including the controlling PC running LinuxCNC, controller with BOB, stepper controllers and motor supplies, water pump and VFD from a single mains socket. I haven't yet got the scope out to see how much noise is still visible on the controller wiring but at least it works!

The filter is a standard, two stage filter from RS which I linked to earlier. I've also added a ferrite ring to the earth wire since this is a probable route for high frequency noise to escape.

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