Recently, we have developed a PHYsical layer Phase Challenge-Response Authentication Scheme (PHY-PCRAS) for independent multicarrier transmission. In this paper, we make a further step by proposing a novel artificial-noise-aided PHY-PCRAS (ANA-PHY-PCRAS) for practical orthogonal frequency division multiplexing (OFDM) transmission, where the Tikhonov-distributed artificial noise is introduced to interfere with the phase-modulated key for resisting potential key-recovery attacks whenever a static channel between two legitimate users is unfortunately encountered. Then, we address various practical issues for ANA-PHY-PCRAS with OFDM transmission, including correlation among subchannels, imperfect carrier and timing recoveries. Among them, we show that the effect of sampling offset is very significant and a search procedure in the frequency domain should be incorporated for verification. With practical OFDM transmission, the number of uncorrelated subchannels is often not sufficient. Hence, we employ a time-separated approach for allocating enough subchannels and a modified ANA-PHY-PCRAS is proposed to alleviate the discontinuity of channel phase at far-separated time slots. Finally, the key equivocation is derived for the worst case scenario. We conclude that the enhanced security of ANA-PHY-PCRAS comes from the uncertainty of both the wireless channel and introduced artificial noise, compared to the traditional challenge-response authentication scheme implemented at the upper layer.