for inductors that are meant to "work together" anyway, I wouldn't bother isolating them. The original(s) were even on same core.
Actually, in that case, the strong interaction is taken into account in determining the number of turns.
Since the inductors are submitted to the same signal, the only interaction is coupling, which just changes the resulting value of the compound inductor.
A 100mH inductor may take 500 turns. Two in series without coupling will make 1000 turns for 200mH. A 200mH wound on the same core will need only 707 turns.
It is quite possible to take into account the coupling between different coils and alter them in order to compensate.
So, to answer the OP, it is possible to mount the inductors very close, knowing it may alter the global inductance if they are both connected at the same time. Mounting them at 90° eliminates coupling almost completely.