Hey-Hey!!!,
I would rather just get adequate L. For 20 Hy and 250 volts input, this works out to about 10 mA of load. keeping the current lower will reduce radiation, which is a reasonable goal. The IDH rectifier will allow the rest of the cathodes to get warm enough before it starts conducting so a load will be presented to the filter.
A resistor to draw an additional 4-6 mA would be useful perhaps as a safety feature. It will draw about half critical current, and keep voltage from going all the way to root2*RMS. Perhaps 25-30kOhms...
regards,
Douglas