The most likely problem may be that you have to swap the connections on L1, but only the primary OR the secondary. Get it wrong and the oscillation won't happen.
From Phil's website:
Check that you wired to the correct tube socket pins. You might have shifted by one by mistake. And I'm sure you know this, but tube pinout diagrams are viewed from the bottom of the socket, where you'd be looking when wiring the socket below the chassis, unlike IC pinout diagrams.