This set has a 500pF HV doorknob cap right on the HV rectifier tube base to provide some filtering.
I recall seeing a service note that if you have a CRT with no coating a 2nd 500pf cap can be added in parallel.
As for the coating, I've used Aerodag in the past from tedpella.
However, even after multiple heavy coats it has a much higher resistance (more than 10X) than the original coating.
Not sure how much difference that makes.
I recently picked up a can of SlipPlate which I've heard works great, but haven't tried it yet.
You can get it here and many other places:
http://www.fastenal.com/web/products...0960950&ucst=t