Nick,
I snipped a lot here.
Do you have a safety gap across the caps or better yet across the 
rotary or main primary spark gap system?  I also have blown up a 
capacitor or two.  After much head scratching and help from another 
coiler, I added a spark gap across the primary caps set to about 
5/8" using about 1.5" diameter brass spheres.  I was very surprised 
to discover this new safety gap was firing (loud, like a rifle shot) 
at about 60 or 70% of the main variac setting.  I was experiencing a 
primary resonance problem between the current limiting inductance 
(welder) and the primary caps.  The primary tank circuit voltage was 
going WAY too high and overvolting the caps.  I eventually solved 
this problem by changing the current limiting inductor.  A safety 
gap as I described should not be firing with the 15,000 volt pig 
transformer that I was using.
Ed Sonderman