Your SCIF has tempest requirements which are a pain in the butt. It seems that some of the "wants" in a TEMPEST system are not NEC compliant. There have been updates clarifying how do can implement and still meet their rules (isolating the grounds being the biggest problem, but they allow grounds inside to terminate on the building shield and grounds outside to terminate on the building shield, so they aren't really isolated and by code cannot be).
I've never wired the filters, just seen them on the wall. Don't know if all phase conductors need to go into one filter, or if you can have one per phase. Would think you'd need 2 wires minimum, one in and one out. I'm thinking these are just giant chokes that go on each wire that only let 60 Hz through. If each phase is going through a separate filter, then you have to watch the ferrous wiring rules -- I think you'll need boxes and raceways to be non-ferrous if each phase is going to a separate filter box. A single filter enclosure which takes all phases and neutral would be nicer.
Watch everything electrical if you have more to do in this SCIF. Low voltage, phones, everything they want filtered and isolated from outside to inside. May even need a PVC raceway nipple between outside and inside.
The last update I saw for TEMPEST implementation was in 1995. Code has changed a bit since then, but even in 1995 I didn't know how to do what they wanted in a totally compliant manner.