The 1N5820, 21, and 22 are rated 20v, 30v, and 40v maximum reverse voltage, respectively. The forward voltage is only slightly different - 50mV at each step. This will reduce the available heater voltage by 0.1v or 0.2v if you use the available diodes. That is probably insignificant.
I am trying to think how they may have failed, and the only thing that occurs to me right now is excess heat. They are close to the transformer, which does get pretty warm, and they rely on dissipating heat through the leads. I think the ones that go to transformer terminal 4 have shorter leads? So I would replace them but space them further from the terminals with longer leads than before. (Also, make sure that the location, and the feet on the base, allow some air to enter.)
You might check your power line voltage to see if that might be on the high side, leading to slightly higher temperatures.