MCLR serves two purposes:
1) Putting a HV chip into program mode via Vpp; and
2) Resetting a chip.
The requirements for each purpose differ and to an extent conflict. That is, a capacitor is contraindicated for VPP programming, at least for later chips.
I interpreted the TS was interested in programming. In that event, C10 is not needed. If one is also interested in resetting, then some way to soften the reset is may be needed.
One typically sees C10 recommended for older chips, but not for newer chips. See, PIC16F887, Fig. 14-11 and PIC16F1789, Fig.29-3 for example. This statement is common:
PIC16F87XA devices have a noise filter in the MCLR Reset path. The filter will detect and ignore small
pulses.
However, the datasheet for the 16F877A still includes a capacitor on MCLR when used for resetting:

I don't know that it makes much difference, but with my usual enhanced mid-range chips, I tend to omit it. Knowing the actual chip for which the TS posted this question might help. There also seem to be recommendations for the ICD-2 programmer/debugger that may not apply to ICD-3 and later programmers/debuggers. Similarly, the PK-3 with its weak power supply may be more affected than PK-4 and later.
Microchip seems to be particularly fuzzy on what should be done for the MCLR pin as well as for what it calls "isolation" circuits. Its forums are some help, but there is also a variety of opinions there.