I have made myself a cable tidy which effectively boxes my loudspeaker cables from my 2 aerial cables, and a phono lead from my TV to my amp. The makeup of my room makes this unavoidable.
I designed it with a view to shielding the TV based cables and running a grounding wire to a rod in the garden. I considered the following:
1. run the cables via copper pipes - grounding the said pipe
2. line the respective 'box'/'run' with lead - ground that.
I thought about lead because I saw a roll in my workshop, and understood it to be an effecive shield