I am not familiar with the 5Z3, but tubedata.org is your friend.  Look for maximum current, Vdrop at current draw, pinout, etc.  If your power supply is cap input and it has a big cap that the GZ37 can handle but the 5Z3 cannot, you might have problems.   Maybe if I have some time later I'll look it up and get back to you.
The choke Q:  inductance (mH) isn't a constant, it is rated for stated inductance at a particular current.  So your choke might be 10mH @150mA but 1H at 10mA.  Also, one needs to mind the voltage (insulation) ratings.  If you overdrive a choke (too much current) you will saturate the core and that results in a number of bad things like, but not limited to, poor bass response, humming, really bad sound.  Best thing to do is ask Jack @ electra-print.