+11 @mapman Mu metal foil is designed to shield sensitive devices. & Etc. There is also a carbon based paper I believe. that you can use.
We use cases designed to cover transformers in our designs that help greatly. As we manufacturer tube products, tubes almost always impart noise in the sound. In some systems, you can hear the noise, in others no noise. We use a horn system to hear if there is noise. Using any RFI rejection always helps.