Don't presume that you'll need to add filters. Quite a lot of European brand VFDs will already have some filters built in – additional ones may be advised in some circumstances. I've fitted ultra low leakage additional filters on the mains input of some Lenze VFDs – these units cost almost as much as the (small) VFD itself.
Information on if there are integral filters isn't always the easiest stuff to find, at least with the major brands there is usually a tech support desk that you can call or e-mail to check.