Can 2 chokes leak into each other?

Hello, I am planning the build of my first tube amp. I would like to keep all the power supply components on one side of the assembly, and all the audio on the other side to minimise hum. To do so I would have to install 2 chokes in a line. Would having the 2 chokes close together promote magnetic leakage of one into the other? In other words can I set them up close together or is it better to keep them at a distance?

Please see the attached picture to see how I plan to install them in respect to each other.

Thanks, Phil.
 

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Fun Xmas experiment: build a dual pi-filter C-L-C-L-C-R (R being 50K - 50W) with all the components wired up with a little extra slack between each. Then hook up a scope to see the ripple across R.
Now for the fun bit: move the chokes around relative to each other and observe which configuration results in the lowest ripple...
My bet is that:
a) L1 needs to be 90 degrees turned relative to L2, and
b) The further they are away from each other, the better.
That said, I have not tried this - yet...