The back to back Ethernet filters containing ferrites and caps are well established, so filtering on Ethernet lines is effective.
Conducted emissions are below 30MHz, above that frequency are your classic RF interference. I think you'd be unlucky for such a frequency to enter the copper bits of the Ethernet, the impedance is all wrong.
The case with the 20 screws can certainly keep the paths in, but won't radiate out. I wonder if plain Cat5 cable on the input 'will do' since screened Ethernet cables require a specific grounding scheme to be effective and ground loops are too common and difficult to solve.
The supplied CAT7 would work since the shield in that cable connects directly to the SmoothLan filter, but beyond that to the source; maybe effective to remove the screen at the other end.
I've been using the DX ISO filters for some time cleaning up Ethernet, they work quite well and are half the price of the SmoothLan. Screened cables are not used in my network.
Still considering the SmoothLan, awaiting opinions from others.