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I'm not saying it's gonna be easy
I had a chance to look over your link and I have to say thats a very nice writeup!
Relating to using the MOV transformers as chokes I don't think you will have any problems using them as is in a stock configuration being that you are pushing many KV through them at only a few tens of milliamps.
So in a way you can sort of think of them as being like a 1000 ohm resistor. At 120 volts it would only let through about .120 amps but when pushing only 30 - 60 ma that 1000 ohms then only produces a 30 - 60 volt drop at 60 Hz which means that when loosing 60 volts off of a multi KV source the parasitic losses really doesn't add up to enough to concern yourself with considering the healthy level of HF blocking they will provide.
My main concern with them would be possible HV flash overs from the coils to the cores.
I would be tempted to try using the secondaries as big air core chokes and just have them suspended on some plastic forms or with a PVC pipe through them to hold them up.
Its just a thought but keep it up and I may have to dig out my old Tesla coils and do some playing one of these days.
If a MOT has 120mA flowing @120V, then the primary is indeed 1K ohm of impeadance. If it's purely inductive, then the inductance of the secondary will be a mulpible by the turns ratio squared. So, for 120V-2000V transformer, the secondary impeadance will be 278 times that of the primary, or 278K ohms. You would be better off using the primary, at only a K ohm ( assuming that's really what it is ) But you mentioned using the secondary and shorting the primary. Why short the unused leads? You want to use the inductance of one of the coils, so I'd think you want to just leave the other side open.