One choke on each power cord is plenty. Definitely need one on the shop vac as those have cheap, electrically noisy motors. As the Sapeoko has an external power supply, with two cords: AC from the mains and DC to the Shapeoko, I’d put a choke on both cords.
I earthed my router ,z, x and y axis, i then put ferrets on my wires, and wrapped 99% of wires in aluminium fabric tape.
Ive had 0 dropouts since and push my machine more,
I do 24hr 3d cuts through hardwoods with no issues (i use hrc66 bits cant be bothered swapping out bits when you’ve got a 13kw solar battery setup), i set my zeros and come back to a finished project.