A significant amount of RF penetrates through the equipment chassis itself. A significant amount enters through vinyl.
Neither of these paths can be managed with a power line filter. Its up to the manufacturer of the equipment to create a power supply that filters the RF before penetrating the power supply. But, a over filtered power supply can sound flat and lifeless. This is especially true with a phono preamp.
I tried the puritan ground box. It did nothing in my system. But the dealer that sent it to me doesn't even use it. He uses CAD. What I am saying is a good ground box may help. But your going to need at least 2. One for chassis and one for signal. Then you need a bunch of cables. A good ground box solution is generally around $7k to $15K in equipment.