Other thing to consider is where that power will go in the event of failure, it's not uncommon for tubes to arc to the machine chassis when the tube finally dies, too much insulation is going to make it track somewhere else. The 16mm x 4mm wall stuff I have on mine prevents running arcs but still allows arc though when the tube dies if I'm not standing by the machine. If overkill insulation means it's going to arc somewhere along the HT line(they are made by people that earn less a month than I do per hour) it's a case of hoping the path of least resistance isn't part of the operator
I'm no electrician, (Physics is my forte) but I know enough about it to know 35,000 volts no matter how many milliamps isn't going to end well if I'm in the way(and it bloody hurts)
best wishes
Dave