Some more queries that imho go to scoping what kind of filter could be appropriate, given you are indicating using electrolytics and have an issue up in to the MHz range:
Can you describe the AC current waveform and amplitude drawn from the 28VDC supply, or provide a spectrum plot?
Can you identify the likely noise generation mechanism within your fan?
Does the fan have any internal filtering devices, or any location to retrofit any filter related parts (eg. a terminal box)?
How close can any outboard filter get to the fan power terminals ?
Does the fan have a metal casing?
Is it the aim to deploy an outboard retrofit filter, that is physically and electrically bonded to the fan?
What is the temperature range that the filter could be subjected to?