"Conventional wisdom" is split. Some recommend only grounding one end of a screen, others recommend both. In practice, there's no right or wrong answer and I've found cases either way where one works and the other doesn't when I've done EMC testing on professional VFD installations.

Most VFDs are sold without a mains filter yet they need one. The reason they don't usually come with one is because it's not possible to define one that will meet the requirements unless you know the exact details of the installation, not least how the motor will be connected up. So many people just connect them up without a filter, then have the devil of a job trying to figure out why they have noise problems.

Here's the recommended filter for the 4kW Yaskawa VFD. It's probably a bit OTT for a 3kW VFD but gives you an idea what to expect. The VFD itself mounts on top of the filter using the 4 threaded holes - very neat - and the wiring provided is even the right length for the model of VFD it's intended for - in this case the 4kW V1000. There's no guarantee this will meet the requirements out of the box but it's likely to get you close if it doesn't.
https://inverterdrive.com/group/EMC-...8-40-07-V1000/

For noise in the 1-10MHz region, the clip on lossy ferrite clamps are great. Even better, they don't require you to disturb the wiring and can be used on both mains and signal wiring. This sort of thing. Genuine TDK ones would be good:
https://www.ebay.co.uk/b/clip-on-ferrite/bn_7024808499