> What else should I do to protect my PIC from this high power stuff?

What are you doing with /mclr ? If enabled, I'd suggest some RC, for
example 10k to Vcc, 100n to Vss, rather than tie it directly to Vcc.
RC will help to filter out any noise that gets onto Vcc

> Especially when I replace the 9V battery with a connection to +24V?

It would be a good idea to add some series resistance before the
78L05, especially if you start drawing any amounts of 5V current

If you're dropping 19V across the regulator (ie 24-5), then at 100mA
output current that's 1.9W of heat to dissipate, which I'm sure exceeds
the rating for the TO92 package. Reducing the 24V down to say 9V
with a resistor will decrease the wattage in the regulator

So assuming 50mA current required, that's 55mA into the regulator
(including its quiescent)

V = I * R
(24-9) = 0.055 * R
R = 272 ohms

P = I * I * R
P = 0.055 * 0.055 * 272
P = 0.8W

=> 270R @ 1W (minimum) resistor

and the wattage in the regulator is reduced to < 0.25W

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