... the noise stops if I unplug the turntable from the amp.
So that establishes that the RFI is entering at the phono input.
So a power mains RFI filter won't really do much good (as you have demonstrated).
There are several places along the audio path where the problem could be attacked.
Putting clip-on RF chokes around the cable where it plugs into the receiver would be the simplest.
You could add RFI filtering (series choke, parallel capacitor) at the phono input.
Or same at the junction inside the turntable where the tone-arm wire connects to the output cable.
Or even some microscopic (and very light-weight) surface-mount capacitors right at the phono cartridge.
Note, of course, that anything you add at the cartridge end of the tone-arm will have to be re-balanced for weight, etc.
You have a similar problem to what radio stations back in the previous century were facing.
Especially radio stations where the studio was co-located with the transmitter and antennas.
They had to add RFI filtering to any low-level audio wiring (microphones, phono cartridges, etc.).
Of course, modern digital RFI is much worse because of the pulses generating infinite harmonics.
Rather similar to the jamming transmitters used by the Warsaw Pact countries back during the Cold War.