Some time you find just C in parallel to the diodes to short the high frequency.
To remove, or better limit EMI problem consider working before the diodes.
A common choke could be a solution followed by LC filters as well.
By the way EMI are hard to remove if you have not identified it, Radiated or Conducted. Also shielding your circuit could help (against the radiated).
Some time EMI problem are not even from the outside world...but from the circuit itself...
...but designers generally prefer to blame the outside world...
Switching power supply can easily suffer of internal EMI problems.
...RF circuit as well...