Is this a personal project I assume?
If so you dont actually need to worry about the UL and other stuff unless it going into a production application.
As far as the size of C1 I have some 2.2 uf 200VAC rated snubber caps I have used for circuits like this that are about .250" x .500" x 1" . The three diodes and the 6.3 VDC cap take up another .250" past the .5" side.
So the total circuit is still under .250" x .750" x 1" inches.
Less total volume than a match book!
But if absolutely needed a 2.2 meg resistor in parallel to C1 and one 100K in parallel to C2 work just fine too!
I just went by your asking for the dirt cheap and simplest design request for the posted schematic!