The first / most likely problem is the extreme risetime caused by the switch.
Turn-on isn't so easy to address, as you need a series R || L element to dampen that. It's certainly doable, it's just not as often employed. Note that simple ferrite beads won't do the trick; while they have the right characteristic (lossy inductance), they don't have enough impedance, or lose it quickly under load current (saturation). Hm, maybe a one of those multi-hole wound beads, at least up to a few amperes -- they tend to perform better under bias, and can have fairly high impedances. Otherwise, use a proper inductor, say 10uH, rated for maximum load RMS current; a type wound on a cheap powdered iron toroid will do. The parallel resistor should be, say, 470 ohms or so (1/2W rated).
Again, not so commonly used, or needed, really, but if you find it is needed, that's the way to go about it. If combining with a capacitor snubber, place the RL snubber in series with the switch alone, and wire the RC snubber outside of it.
Turn-off is usually the big offender, as the immediate load (power transformer) is very inductive at high frequencies (i.e., at fast edge rates), so can develop quite a high voltage, briefly; a voltage which causes the switch to spark, multiple times, within a few to tens of microseconds. Each spark, discharges the stray wiring capacitance into the mains -- a miniature EMP, transmitted to anything connected or nearby. This very likely either couples into audio equipment directly, or by way of RF rectification (for which, the equipment should have adequate input filtering to reject this -- but often doesn't). This is easily dealt with by an R+C across the switch, say 100R + 10nF for a small inductive load (okay for a small transformer), up to 0.47uF or more for more inductive things.
Note that, because the switch is the fast-risetime element, the filtering needs to be done with respect to it. Inductive kick is often blamed on the load (e.g., a motor, solenoid, transformer, etc.), but it's just doing its thing until interrupted by the switch; the inductance is an enabler, but the switch is ultimately the culprit.
If the filter might pass too much off-state leakage current (a very average snubber consists of 100R + 0.47uF, which leaks a whole 35mA at 240V, 50Hz), it can be rearranged to include neutral. In this case, wire the snubber across the load side of the switch (hot to neutral), and bypass the source side of the switch to neutral with an X1/X2 type capacitor (of similar value to the C in the snubber). These components should be placed near the switch; the lead length of the neutral wire isn't very important.
As for inrush, an NTC thermistor and optional bypass relay is an option, or more involved active circuitry. Such as shown in the other thread.
Ed: and as for the line filter -- it's not quite the right tool for the job, but it does provide filtering to the mains side, so even if the switch is making noise, less is released into the surroundings. And it provides some line-to-line capacitance, which acts to bypass (shunt) the noise near the source; the switch and load might still be making the noise, but it'll be less to begin with, plus the filtering value. Win-win. It may be that the noise must be dealt with directly, still requiring the snubber -- but it may also be fine like this.
Finally -- if it's good enough for the job, I mean, there you go.
A snubber is the most efficient (direct) plan of attack, but not the only possibility, and whatever it is, if it works, it works. For example, it might still be emitting the noise, but below the threshold your other equipment picks it up at -- often it takes more than a few volts of noise to be detected in this way, so it only needs to be that much. (Or it might only take some ~mV, because audio can be very sensitive; depends.) Keep this in mind if you ever change your configuration (adding/removing equipment in the system) -- you never know when you're going to get something more or less sensitive, and the problem may seem to recur (when actually it never really went away, it just wasn't noticeable before).
Oh, one more thing about snubbers: since they suppress sparking, they also help to extend contact life -- hardly a concern with a power switch you might throw thousands of times in its lifetime, but good to know when working with relays, like for, Idunno, temp control or something like that -- anything that's switching every few minutes, or seconds, times many years, can rack up millions of contact closures!
Tim