Eliminate 2.4GHz (Wifi) signal on power lines
22pF at 2.4GHz is 3\$\Omega\$, which should be sufficiently low to suppress any coupling. Use an SMD, not a wired part. An inductor will improve the behavior, but isn't required. If you want to use one you may consider the BLM15G series chip ferrite bead from Murata (warning: full catalog, so long document). For instance the BLM15GA750SN1 has an impedance of 2000\$\Omega\$ at 2.5GHz.  



I don't think the 100pF cap will do much (not adding to the 22pF for the HF suppression, nor power supply decoupling), so I'd leave that out. Since the sensor will not require much current a 10nF decoupling cap instead of the 100nF will do.  

If you want to avoid thermal coupling between the sensor and the rest of the board you may consider milling the PCB around the sensor, so that it's on a peninsula, with only a connection to allow wiring.

edit
One would expect that the 100pF capacitor has an even lower impedance than the 22pF. At high frequencies like 2.4GHz ESL (Equivalent Series Inductance) plays an important role, and the larger the capacitor the larger the ESL. In practice the impedance of the 100pF at 2.4GHz often will be more than 1/5 of the impedance of the 22pF.