I agree. Trouble with shielding is that EMI goes right through most metals. Steel is better than aluminum or copper and thicker the better.Cast iron may be even better than steel. Mumetal often gets mentioned but its expensive
For the paradise all the heavy lifting in the psu is done in a separate case. This is connected by a four way lead .74mm quad core, carrying only + ' 300mA at 27v. In the phono box is a local shunt reg. Theres a measurable difference in psu noise if I add local decoupling, only 50uf at the ends of the cables just before the shunt. Cable Inductance effects are present even on short, 60cm leads, so adding the last cap in the mains filter right next to the load is a good bit of design. Even though the cables are short and about 10x thicker than current requirements dictate.
Itll be different for every circuit so simulation or measurement is required for best results.
I don't do measurements except with a dmm, ruler or my ears. Don't own a sillyscope and wouldn't know how to use it properly. I often think of borrowing the one doing the rounds on pfm but it would take me a month to actually learn to use it and be sure i was measuring properly.