I've got a simple millivolt hv supply. I took two identical transformers from some wall plug adaptors and reverse wired them, with series outputs. The 12 Volt transformers are now putting out 2400V, at approximately one milliamp. I'm using a string of four 1n4006 diodes which are each rated at 800V and one Amp. With a 7MFd current limiting cap on the input, the diodes just barely get warm. Without the cap, everything over heats, because the small transformers' secondaries aren't designed to be hooked to the mains, as primary windings.
This supply produces a small but respectable amount of little bubbles, which do pop under a flame. (Using well water). Something I've noticed is that with my plate cells, separated by thin strips of plastic, the bubbles are primarily produced where the plastic touches the metal.
Now I'll reverse wire a couple of MOTs and run them with a genset, rather than a small inverter. I'll current limit them with one or two motor running capacitors.