Kyrill,
The biggest benefit of using the teflon caps is first to install at the earliest feasible point in the audio chain. In this case it is at the input position in the preamp, GK-1. Additional teflons further down the chain, at amp input, output, and as bypasses in speaker crossover should yield some benefit. Certainly these additions will not degrade anything. It's somewhat a matter of balancing the cost issue with sound benefits.
Dave Ellis has reported benefits in using .1uf bypass caps in his speaker crossovers. In the next month or two I should be able to report on the benefits of using teflon caps in my LF 55 and speaker crossovers.
Steve