They cylindrical blocks dont do much of anything for audible noise, only high frequency noise that would disrupt microcontrollers. I'd suggest getting filter capacitors, they come in a couple varieties, packaged or individual. What you're experiencing is noise from the DC to DC converter in the LED drivers, this interference is in the kHz, around 10kHz-20kHz. Lots of car audio places sell filter caps for exactly this reason. Most come in little blocks that contain a variety of capacitance caps in parallel that you hook up across the positive and negative wires of your radio.
There are various types, but you'd likely be looking at a radio noise suppression filter, or noise suppression capacitors/chokes. Sometimes they cannot get rid of all the noise, but as long as you get a decent one they will severely cut down on the noise. I have one installed in my truck because of all the LED stuff I have, it makes a terrible racket on the radio, as well as the alternator whine while driving.
