How to implement EMI filter in an N-redundant supply?
It seems to me that a three-phase filter might do the job for your example case. These usually have all the windings on the same core.

Figure 1. A random three-phase filter. Image source: RS.
Connect Va via L1, Vb via L2 and connect G via L3 or N. I'm assuming that the N winding is the same as the other three. This leaves you with one spare feed path.
Just to be clear, you would then have the two supply commons connected at NIN in and have all the load commons connected at NOUT.