Soft starting, Shutoff OR current limiter circuit

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well.... i saw alot of post related to soft-starting, but i just can't make one suitable for my application (most probably is was my inflexibility in brain)

I have the main of 240V and 40V(roughly figure) after rectified, with reservoir capacitors of 22,000uF - 30,000uF. My transformer is toroidal 120VA. (single rail power supply)
Guess that was enough information for my circuit to form.

The first thing to consider it that to use relay or not... alot of people using relay because of their simplicity and efficiency,
but some people said that it is easy to degrade over years, such as the soldering melt off, overheat, burn PCB, etc.....

I guess i will go for relay if i'm going to soft starting. I also have another idea, is to use constant current limiter to limit my output of my transformer at 120VA (0.5A at 240V) though out the operating time but i have no information of current limiting circuit at all. So hope someone experience with current limit could say something about it.

Second consideration for relay, I should make the relay connect to 240V side or 40V side ?
(HIGH Voltage)240V :
High voltage, low ampere. Risking of arcing between relay contacts.
(LOW Voltage)40V:
Low voltage, high ampere(load). Risking of overheat, melt solder due to heavy current load all the time.
So i should choose which ? ( i didn't saw any person discussing about this, but is my consideration)

Third consideration is that the power resistor for limiting should be what value (not serious deal ?), install in series, but at negative rail or positive rail ? (or does it not matter?)
Could i install low wattge (about 1-5W) resistor in parallel to increase their maximum capacity without much rise in temperature ?

Fourth consideration (actually is proposal) is that should i USE another SMALL transformer for this delay switching ?
My example is that i install another 12V output transformer in parallel to my main transformer for amplifier(which install with resistor at initial to limit current).
The small transformer purpose is SOLELY for relay coil and delay circuit, short the limiting resistor(at main transformer) after delay.

Fifth consideration is that i saw some circuit WITH capacitor, and some WITHOUT capacitor, so i'm confused about their both operation and curious which is better.
So here i try to voice out what I understand:
WITH capacitor:
When the small delay capacitor are filled up, then the voltage/current is enough to trigger the relay to short the resistor.

WITHOUT capacitor :
When the reservoir capacitor is fully charged(with resistor limit), the transformer go into off load mode, the voltage of transformer rise (offload voltage is higher). Then the relay is triggered by higher voltage, causing the relay to short the resistor.
haha, i guess these are my doubt and curiosity. I know i have already wrote a big passage of text, so i really thanks those who read through the words.
Even more grateful if someone can give advise/reference BASED on my consideration.

THATS ALL FOR STARTING, but still left shutoff matter, don't worry, it won't be long passage.
I have big thump during shutoff, and small thump when other electrical in the house switching off, so anyone could suggest what is the cause (how it happen) and solution to it ?
 
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