The 1meg resistor is not doing much of anything save providing a means of ref'ing ground to the output. The bulk of this should be done at the amp. Here a grid choke is a good spot to use Iron. They're easy to wind and not too big. No DC, small AC...easy choke to design and execute in Cu and Fe.

Before throwing in a large value grid choke, one should be aware of the reasons for emloying grid inductances in the first place: grid current! in small doses, but grid current. It is also AC in nature, so the big value grid chokes will not do much better than a resistor in this arena.

Curiously, if a low value resistor can be driven by the source, it is likely to be a better option. Tube sources capable of driving few kOhm loads are few and far between. Also to be considered is the effect of exerting this 'effort' to drive a low-numeric resistive load. Does the inductor allow better overall performance? Depends on what it is being driven by, and of course personal preference.

There is no arguement over the choices made under personal taste. this idea seems foreign sometimes, but it is a good thing to keep in the back of one's mind whilst discussing 'improvements' and 'better'...

Like anything else, design for what is required. When what is required is shrouded in mystery and/or religous fanaticism, good experimental method and analysis from the first principles is required. If you want it done right, do it yourself. Just educate yourself adequately is the unspoken requirement.
cheers,
Douglas