I have not seen this as an issue nor mentioned as a requirement with this size of single phase input VFD converters and service ratings that a hobby machinist would encounter. The warnings mentioned deal with a power supply 10X the inverter rating or >500KVa (and sometimes very long supply runs). An input reactor on larger VFDs will attenuated the inrush current, but I have not heard of this being used outside of an industrial setting. They present their own set of issues and are very costly.
As Jim mentioned, the input house wiring between your service entrance and the VFD provides some inrush protection, and the circuit breaker would trip if it the inrush current was too high. The size of the capacitors in these single phase input VFDs is quite small, my stereo amplifiers have about 20X the capacitance, and the lights dim for a few seconds when they turn on. I do not leave them on all the time, so the capacitors get charged/discharged usually daily for years. Large power amplifiers sometimes do use a thermistor or switched line resistor for a soft start. VFDs that have been sitting for a long time unused, it is recommended to turn them on, but not run the motor for a period of time. Older electrolytic capacitors sometimes needed reforming by slowly bringing up the applied voltage, modern electrolytic capacitors this is not an issue. If this was a significant issues, there would be a much higher VFD failure rate, and companies would be quick to incorporate it into their VFDs.
I have multiple VFDs on different equipment, each is wired to a machine's mains switch. I do not leave them on, they are shut off when I am finished with my work on that machine/done for the day. Reminds a bit of the discussion years ago about leaving computers on all the time or shutting them off. These days, we turn them off/hibernate mode.
I am not familiar with the VFD requirements in the industrial setting, but this would be a different animal. Nice review of some of the issues discussed.
http://www.danfoss.com/nr/rdonlyres/b3175b64-f8f4-46d4-95d4-2491f3cca03c/0/vfdlesson5.pdf