Those also look like bifalar chokes (or as Roman suggests, two winding transformers).
Do you have an audio oscillator? If so, wind a few turns onto your core, add a parallel capacitor (start with 100nF), and see where the parallel resonance occurs. From that, you can calculate the K factor for your core, and figure out how many turns it will take to create your desired inductance.
You never answered the question about the D.C. current that flows in the inductors. This sets the requirement on how big the core cross section area needs to be. You may be disappointed when the core saturates, and it stops filtering the pwm...