Thanks in advance, maybe? That was Malcolm.

It covered the important part about winding direction.
Look at the Electronize instructions for the
WIRING paragraph.
In other words: "don't do as the very first image"
Link because, at best, one esc superimposes noise onto the clean esc input signal of the others (top of
esc_signal_noise.jpg) to make the middle trace when you throttle (bottom rectangular trace)
At worst, if a rusty connection is in a wiring loom negative (or very long supply wires ) it can send the full motor current to the battery -ve through, and fuses, the back door route to the battery via the internal esc common connection points & 22 gauge black cables.
In that application the common mode filter is one of a few fixes and can be easier done with a servo lead threaded through a core. It is low frequency, not RF, so you need high permeability (high
μ) ferrite.
I've suggested in other threads, where they had FM/AM radio & RF interference & no suppressor fitted or to hand, that any old desoldered capacitor from scrap would suffice.
55 years means you missed (by a quite a few years) main frame computer lab simulation packages for high frequency response & component stress for complex circuits. There are online tools, and freebies, to do that stuff/chore now.
It is easy enough to remember, at high frequency, inductive and capacitive reactance predominates so circuit & component analysis requires the more accurate RLC model for every component and for circuit board layout and any cables.
The high MHz frequency model for a common-mode filter would include the air dielectric & capacitance between adjacent transformer turns and so why you keep them apart.
What is crucial is creating a mirror image with the same 1:1 ratio and the winding direction.
It makes a transformer that impedes unbalanced current in the two wires so, no, a wound solenoid will not work.
The mutual inductance value is not important & number of turns matters only as they are limited by space.
Saturation won't happen so you can use high μ ferrite material as you have two balanced windings. If you dismantle an old server, the single ended chokes will be low permeability and, easily identifiable from the two windings, the 1:1 common mode and clamp on ferrite will be high
μ.
2.4 GHz and suppression
Just look up the internet for frequency response plots for capacitors for that subject. (
Search Link)
Perhaps it stirs up memories of textbook & chalk board diagrams. The wire ended & high value caps are inductive have passed through self-resonance long before 2.4 GHz is reached. It then becomes clear (or refreshes the memory) the reason for a low value capacitor (for high frequency decoupling) in parallel with a higher value capacitor.
I used to make my own esc's too before a mistery illness & life events got in the way of the fun in recent years.
I'll get back to doing it when, and if, I can.