Need Clarification on Choke Placement (Vintage PS)
This site says this about the circuit (clues): -

It has two ranges, 0-6 VDC and 0-16 VDC, and meters output voltage and
current. It can deliver 10 amps at 12 volts continuously and 20 amps
intermittently. It consists of a variable transformer, four large
selenium rectifiers in a bridge, and an L-C filter consisting of an 8
millihenry choke and a 6,000 microfarad capacitor. Those of you used
to dealing with chokes on the order of 10 henries in the high voltage
supplies of radios and other tubed equipment may think that 8
millihenries is mighty small, but this choke is physically large to
handle more than 20 amps of intermittent current, and the large filter
capacitor makes up for its small inductance.

The clue from above is that it talks about the choke (8 mH) being on the 20 amp side and that has to mean on the low voltage side of the variac.

So I am thinking it would be more effective to filter harmonics /
noise before the step down occurs.

Not according to the website above if we're talking about the 8 mH choke (no other is mentioned). It should go on the AC feed to the rectifier and not on the DC output because it would more readily saturate the inductor core on the DC output and that is to be avoided. If in doubt, use a simulator to check the basic functionality.
One more thing; it now being on the low voltage side means there is less danger of breakdown causing a fire.