Power connections can be regarded as a DC signal with a AC component caused by the current consumption of the switching digital components. Make sure to route them in a plane, and add proper decoupling caps at chokepoints. The problem with planes attached to connectors with thermal reliefs is that you're creating a sudden change in impedance, which will indeed create large amounts of EMI if you're running an AC current through them. So again, decoupling with low ESR tantalum capacitors can be a good solution there.
As long as none of the power EMI or its harmonics are close to the frequency of your RF module, it should be fairly robust against interference. If necessary you can add an extra filter to the RF input, but this will of course also attenuate the useful signal.