Here's a circuit I use quite a bit, in various forms. The diode can point in either direction.
(https://s20.postimg.org/p63we7xgt/Step_Charging_Capacitor.gif)
Normally, with the caps in series, the current going into the larger cap is limited by the amount of charge which the small cap can hold. However, if the small cap has high internal leakage, this leakage can quickly discharge the cap - without an external short. This leakage current allows the larger cap to charge with a step charging effect. Each time the small cap looses charge, its recharging sends another pulse to the big cap. One example of internal leakage is HV corona at the edge of the plates. This leakage often occurs when using home made caps. Likewise, a cap which is operated at four or five times its rated AC voltage exhibits a large amount of internal leakage.
High leakage transformers are also common, and are used for current limiting, especially in the event of a short circuit occurring on the output.
JV