Damn modern rectifier tubes

[Helmholtz]

I have installed the series pair for each side. Do I understand Merlin recommends a ceramic cap for each diode, as in four diodes and four caps? And to be clear, 10nF as in .01uF, correct?

Yes, correct.
Actually Merlin says 0.01µ to 0.1µ. Voltage rating must be at least 1kV.