Both TCI and MTE make sine wave filters, or "long lead" filters as some people call them, specifically for this purpose and they have a very proven track record. Most of the external options that you see offered by VFD mfrs are brand-labeled from either TCI or MTE in this country, Schaffner tends to have the lion's share of the overseas business and brand-label their versions to people like ABB, Siemens, Schneider (Sq. D) etc. (looks like they got to Yaskawa now too, but that also may be a factor of your local distributor or rep, the local Yaskawa guys around here use TCI).
Did you see this App Note from Yaskawa? It's one of the better ones out there and it's relatively generic. This one from Rockwell goes into some additional detail of how things work, but is decidedly specific to their product options.
"Dear future generations: Please accept our apologies. We were rolling drunk on petroleum."
� Kilgore Trout (via Kurt Vonnegut)