About the only place you can hit the D.C. Input is under the glue at the socket. Up to you if you think you can get one in there. That's a pretty thin tip on the solder station... As mentioned above, look at the input wires and twist them up if you have any slack to do so. Chokes: yes.. you can either buy ferrite rings or over wire clamps. Wish I could remember the spec on the rings I used, but that noise you're seeing is very wide band from around ~75Mhz, all the way past 400Mhz+.
Nothing is for sure with RFI, but the noisy lamps I've played with have radiated out the D.C. Line more than anything else.