So after all that the wretched thing tripped again after 5 minutes of behaving itself! Plugging the VFD into a different mains socket fixed it again... I hope.

Maybe I'll try putting the filter on the controller and/or LinuxCNC PC mains input. Or maybe I'll take up sculpting portraits in clay instead where none of the tools need electrickery. Or maybe I'll make do with it as it is for now and, if this hobby ever does look like it may turn into a bit of a money-spinner, build a complete new reliable controller with an AXBB-E and learn UCCNC. I've got it running in demo mode on my laptop already. Looks OK to me.