Till 1 year ago it has been a great concern, especially for small drone. Now thanks to andyp1per, new Ardupilot dev, we have amazing results with dynamic filtering gyroscope noise, we could even track the mechanical noise peak based on actual RPM or live FFT.
Harmonic Notch Filter in Ardupilot https://ardupilot.org/copter/docs/common-imu-notch-filtering...
new and ongoing development