Yes, this is one of those rare situations where removing a ground wire is beneficial. Your relay board will gain full opto isolation from the Arduino.You'll need a suitable MOV (or snubber) connected across the switched contacts of each relay. This will greatly reduce interference and contact arcing and will prolong the life of the relays. Make sure the MOVs are rated for at least 275VAC continuous ... here's some possibilities.
Yes, I was thinking as well to get 275V with max of ~400V, but I don't know how much Farads do I need?
Yeah, the ferrite rings are also beneficial. You shouldn't need to worry about the caps and resistors.Some things to consider:Keep all AC wiring away from the DC circuitry.Move the relay board away from close proximity to the Arduino MCU and other electronics.Use a common point for grounding ... usually at the power supply.Use a separate ground wire for each GND terminal, all connecting to the common point (star-point connection). Don't jumper from one GND to the next ... this will cause ground loops.