I've used Solen Fast caps with great success in several small tube amp projects, although none of the power supplies were as elaborate as shown.
Provided they meet the voltage requirements, I can't see why not - except of course for the physical dimension and cost factors - a full dual mono CLC PS filter stage with film caps can easily consume more cubic space and $$$ than a non-exotic OPT, and you generally want to hide the former .
With the choke filtered and regulated supply shown, a single low value ( e.g. 40uF or so) film cap at each B+ tap might be quite satisfactory.