I'd not worry about using a CTE as in this case it really doesnt add anything to the query performance.

Thanks for the plan, Looking at the plan the index the engine is choosing is 6 in your list (IX_GMFPick_5) which is the one based on CustomerIdNo, this wasnt clear in the original and so I assumed it was using the IDNo index so adding the include columns to the IdNo index probably wouldnt have helped, but adding them to the CustomerIdNo index should.

(I take it you are doing this on a development box not a production box.)

PS: hope you dont get hit as hard as everyone forecasting.