Get the spice models from here:
SPICE Models Released for X2Y EMI Filters and Power Bypass Products
And create your capacitor symbols (they are 4 pin devices).
I'm working on this. My doubt is that the model is for a 4 terminal device, but footprints have 3 pads. The two terminals in the middle are to be soldered to the same pad. I'm not sure if it's valid to change the SPICE model and bundle the two resistors to the ground terminals into one. alternatively I may create footprints with overlapping pads then I'm not sure if that will create an error.