I would call Castle and see if they have any suggestions before you buy a 2.4Ghz setup. I've done several conversions and built others - all Castle brushless - CC2200s or sidewinder/5700 etc and all I run is 3PK 75Mhz FM. I've never had an issue with range.
What you're asking about is called a ferrite ring but I don't really know why or what makes a ring eliminate/reduce interference or even if thats what is going on.
I thought a cap in the rx slot was to damp voltage spikes from the servos.