Bypass Capacitors

Greetings tesla fans,

Does anyone know where I can get some high voltage bypass capacitors for neon
sign protection and filtering?  I read the choke1A.txt in the rqdocs file.
 Someone is recommending three .003 mfd -at- 30kvdc in series for each side (six
total) for a net .001 mfd 90kvdc.  These might be available in surplus shops
somewhere but not in Spokane, WA.  I can't find anything like this in Mouser
or Allied catalogs.

Can I make these myself using left over materials from the rolled high
voltage tank capacitors?  I think I want somewhere around 500 to 700 pf.
 Will the .0625 polyethylene give me enough voltage rating?

Thanks, Ed Sonderman