Personally, I wouldn't put an inductor in the 0V line. If there is any issue, I might have a small ferrite over all the lines but that wouldn't be all that often.
In regards connecting the shell to 0V that will depend on the product I have designing. If I have a double insulated unit I tend to connect it, if I have an earthed metal box I would connect to that not the 0V. Generally, I leave a couple of pads to allow me to connect or not connect it depending on fitting components - that way I don't have to respin the PCB