http://www.diyaudio.com/forums/vendors-bazaar/190434-hypex-ncore-286.html#post2937571
The above is the post I refer to. My setup in balanced. I would not use them in an unbalanced setup.
Right. In that posting, Bruno states the same thing as I have - the filters capacitively couple the mains to chassis. I agree that it shouldn't be an issue in a balanced system, but as Bruno stated, you should try to minimize their use, and they are not needed with the Hypex SMPS. I also agree that as your setup is balanced, it doesn't make much of a difference in your setup.
On a similar subject I have been meaning to find out more about whether or not to connect the XLR chassis to earth and, if so whether or not to connect the housing tab on the XLR plugs to ground. As it stands I have connected neither to ground.
I would connect the XLR chassis to ground (either directly or through the housing tab), as the XLR housing/chassis should (electrically) be part of the enclosure to minimize HF ingress/egress.
I will probably take you comment about the cables on board. The cables are twisted tighter than I have seen any others twisted. The cable I used turned out to be unexpectedly good in that regard for quite thick cable. However I did not think of soldering them in a different orientation at the time.
Yes, the twisting in your pic is nicely tight - but it is equally important that it is as symmetric as possible (having one lead straight and the other twisted around it is no good), and the main priority is minimizing the area of any possible untwisted loops.