Does AREF pin of ATMEGA series consume any current?
Opened datasheet, Ctrl+F, aref, 38 clicks down there is a wonderful picture!
As for two other questions:

Yes, of course, external reference should be really as smooth as possible.

Following from 2, depends on the precision you need (if you measure like 0.1 vs 0.4 V vs 0.8 V you probably don't care, but if you need 0.45 vs 0.5 precision, better keep the coil)