Advice for Grounding and Shield Placement
Even though CMRR may be 100dB thus declines as f increases due to gain*BW product limits.

Therefore to raise CM impedance and lower shunt differential impedance with cable capacitance at some controlled impedance like 100-200 Ohms for shielded twisted pairs as per wire spec.  When using an SMT CM choke or in.ine cable ferrite CM choke (toroidal or clamshell) this raises the Zcm without affecting Zdm differential mode impedance and thus an LC LPF is created for stray EM fields either capacitive or inductive.  Thus can be applied to both the "unintended radiator" cable (eg. all VGA cables) and/or the intended quiet input cable for the signal path.

This is also called a BALUN because it makes UNbalanced differential sig/gnd lines into BALanced differential lines at high frequencies only,where you need to improve noise rejection. Hence BAL-UN, a bidirectional value added EMC solution. You may find this commonly used on SMPS DC cordsets and Stepper Motor twisted pairs and all Solidstate Welders and even EEG uV sensor cables.  They are also used in all AC line filters for SMPS and sometimes two such CM chokes to extend the range of the CM frequency range, so as to pass the conducted emission specs and also raise lightning PLT immunity with a LPF and Improved CMRR of a 0.1us rise time power line transient(PLT).