Be sure to understand that these are two separate engineering issues, so they can be discussed apart from each other without confusion.
I'm in the 'bypass the cr@p out of the first stage' camp. 22u takes the 1.5k cathode resistor's knee frequency to just about 5Hz. I have used some 10u/50v caps because they were available, the knee freq is about 10Hz. Probably still OK.
What about forward-biased LEDs? Anyone have a sense of how this topology resists heater hum?