I've been going through the design of a few different EMI filters, mainly for buck converter inputs.
In many cases the leakage inductance of the CM choke can provide enough inductance for the differential part of the filter. Although it's not shown in this picture, it's also extremely common to damp the differential filter via a resistor and damping capacitor (5-10 the capacitance of Cx2) in parallel with Cx2. This is natural given the peaking in the bode plot of a LC second order filter.
What I have not seen anywhere online, is a design that dampens the common mode filter with a similar network to the chassis. Why is peaking not a concern for the common mode portion of the filter like it is for the differential? Maybe the shallow impedance slope of a CM choke is a hint?
Usually the CM chokes are in the milli henries, and they have decent attentuation at >1Mhz, Cy1/2 fall around 1uF.
I'm trying to see if I can save space by picking a small CM choke in the micro-henries, and then having a series inductor, so that I can reduce Cdamp. This makes Cy1/2 have much larger capacitance values, and I'm not sure how this will interplay.