Suppressing interference in a pressure sensor circuit
Yes, putting C1 and C2 in parallel to R1 and R2 provides good RF rejection on the gain resistor lines.

I built the circuit and did some "poor man's EMC testing" by attaching a long cable to the sensor and wrapping it around my mobile phone, then calling the mailbox. The result of the modified circuit were very good, showing only a small increase in noise, while an alternative configuration showed readings all over the place.