Switching Inductive load with SSR on 240AC
Kiln coils probably don't have enough inductance to cause a serious issue. But, if you are concerned, consider using zero voltage switching which greatly reduces EMI. These can still be somewhat proportional, for example to get 33% power, turn on every third cycle. This company has a good description.

https://www.avatarinstruments.com/wp-content/uploads/2015/08/Understanding-SCRs-by-Paul-Evalds-President-Avatar-Instruments.pdf

For a home design, you probably don't need an EMI filter (if you zero switch). Adding a filter won't hurt, there are others here with more experience than me regarding EMI filters, someone else will probably chime in.