I would rather not complicate things unless there were a good reason( think Bob Carver; just as complicated as is required and not one bit more ).

I have seen good results with the big Hammond. 10 Hy at 500 mA as the first in a L-C filter. Putting a smaller choke in series will offer better high frequency filtering in general. The smaller choke will have lower shunt capacitance, or can be made so, or perhaps made with a good electrostatic shield( to capacitively bleed to ground instead of end-to-end).

I need two chokes to deliver `~350 mA of DC with up to 800vac input. That is no small choke, and I will probably get a well shielded one made to put in series. No HF getting through this one!
cheers,
Douglas