You could used SMD inductors but beware the Q value and tolerance could be an issue.
If you stick to using the T37 cores the Q value will be fine and providing you have the means to measure the inductance values you can adjust the windings and get the required inductance spot on, this is exactly what I do and I finish off by secure the windings in place with quick drying laquer or hot glue.
Regards
Andy (G6LBQ)