I have just finished mounting the coils onto the K1 filter board. It turned out that some transformers need their secondary to interleave with the primary, on the contrary to what I mentioned earlier. I guess it depends on the function of the transformer.
I have now finished the last two coils, L6 and L7, as well. Looking back I think it was a very good idea to make the coils in the same order as described in the assembly manual: L1 … L7. It starts with just a few turns and increases gradually up to 29 turns on L7.