I've never designed a circuit that, where MCLR required connecting, nailing it directly to Vdd was a problem (excluding of course ICSP applications). If you have got so much crap coming down your Supply line that trips out your PIC, then it's time you seriously thought about redesigning your Supply circuit. Because if you go and smooth-out MCLR on it's own, the rest of your PIC is still getting a rubbish supply... then that's going to affect Voltage References, Comparators, ADC's, the point at which your I/Os switch etc etc.