One of the issues with conducted RFI is that it propogates through the power cord and on into the house wiring. Shielding the power cord will help mitigate the radiation from the power cord however, there is still house wiring to be concerned with. It makes an excellent antenna too.
It's probably better to install at minimum a two stage RFI filter in the line feeding the amplifier. These are relatively inexpensive today and, are often found in typical power conditioners such as the Monster boxes. Corcom makes many models. Some are better than others but, any are better than none. There have been comments in the past that these increase system impedance which is what you don't want on the power feed to an amplifier. However, being a digital amplifier and very efficient, I have no concern at all about raising the line impedance a bit. A digital amplifier doesn't consume the large surges associated with the rectifier current in a linear amplifier.
There will likely be radiation from the enclosure if grounding is not very good and, from any seams or openings regardless of grounding. It's best to address this in the design stage with multi-layer boards (never, ever use a 2-layer) and, smart component selection and trace layout. It's mandatory to do this if the product is expected to meet the FCC class B requirements (equipment for use in residential environments).
For enclosure grounding, I would recommend a relatively heavy (6 or 8 AWG equivalent) braided shield construction (litz wire will work fine) ground wire run from the enclosure ground screw all the way to your feeder service ground. The problem with just running the litz ground wire to the local outlet is that the solid ground wire from the outlet to the service panel is probably of significant length thus producing more ground impedance in the path than desired. You want a low, low ground impedance at high frequency to help shunt off this energy.
Putting the amplifier in yet another well grounded enclosure will also mitigate some of the radiated RFI. But again, a good low Z ground connection is key.
I had these same radiation issues with the first Bel Canto amplifier (evo 200.2). The later models (evo2 and 4) were far better regarding RFI. I currently have the evo4 and it does not bother my FM reception at all. Very well behaved. But, the first one wasn't.