The same thing applies to dynamic speakers while ESL is just too expensive and troublesome.
There's nothing wrong with speakers that slightly act like musical instruments, audio industry will not survive without them being luxury item affordable only to the very top cream of the crop.
I'd go with a garden variety pi filter with an inductor, say 1 to 2 Henry, to keep the ripple down. First cap a lowish value at about 22-27uF, second 100-150uF. That's about all you need for a SE EL84. There should be minimal sag until the grid starts to draw current. If you do that a lot, you should use a different tube and/or a different typology. Regulating B+ for a small wattage SE amp is just silly imho.