Just make sure the choke has adequate amperage capacity for the job. The one for the engine should be at least 4 amp and this will take up a bit of space. Some Atlas locos are pretty tight under the shell and fit could be an issue. If you can isolate the CV circuit for the lighting in the engine and install a choke there,a much smaller one can be used. In a caboose the choke can also be small. Mouser and other electronic supply sell these for about $1 each or less. The 4 amp ones are a bit more.
A picture of the choke used for the caboose and passenger car lighting is in this post.
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Dale H