It took about 14 turns of enameled wire to power the 879/2X2 tube filament at 2.5 vac. Barely any effect on the HV output of the neon sign transformer.
With a 1mA load, I'm getting 4.6kVAC out. At 1.5mA, it barely drops to 4.5kVAC. So, it seems no need to be concerned about the current limiting core design of the NST in this circuit.
Next, I powered up the 8013 HV rectifier this set came with and it lit up nicely. I then switched to the original 878 type. Holy cow is that thoriated filament bright!
Next up, I'm going to secure the added filament windings, insulated the leads and breadboard both rectifiers with filter circuits and simulated loads for further testing.