May not be just EMI do you have the correct Shielded Cable from the VFD Drive to the Spindle with the Shield correctly Grounded at each end, is the spindle 4th Pin Grounded to the Spindle body, if not this will have to be corrected by removing the top cap of the Spindle
Dc Com is the return Path for the Dc supply, it is not a Ground
You need to add a Ground Bus or Stud the Ground Plane needs to be Grounded so the input Mains Ground would connect to the Ground Bus and all other Ground need to connect to that ( 1 ) Point ( Star Point Ground ) then any shielded cables then connect direct to the Ground Plane, your Ground Plane is the metal plate that you mount everything on