Laudenum,
A small, high-quality film cap bypassing a large electrolytic is fairly common practice and is not so much meant for "flavoring" the electrolytic to the sound of the film cap, but more along the lines of lowering the dissipation factor and/or shunting the self-noise of the electrolytic. Go ahead and try the .01 -- certainly can't hurt, but if somehow it does, just take it out. There is another cap rolling thread on the Crack, and somewhere in there I was discussiing the possiblity of bypassing the stock electrolytics with a .1 or .01 vishay mkp-1837, but as PB pointed out, the working voltage of the vishay is too low for this application.
Elsewhere in this forum others have spoken of bypassing psu electrolytics with smaller, as well as larger film caps -- the smaller, again are more for shunting out self-noise and the larger ones are more for adding capacitance and or flavoring.
I don't know anything about using the jensen electrolytics as coupling caps, and as good as they are, they are not the same kind of chemistry as a black gate, and besides, I've had a pair of closely matched 150 uF 350v BG NH caps for a while and will put them to use in this amp.
There is a "rule" that says you should not bypass a black gate, but with certain types (NH, NX, and others), and in certain situations, this can be done to god effect.
I built a millet minimax headphone mp last year for my dad and used a couple of black gate N types as output coupling caps in much the same way as they are used in the Crack, and indeed, bypassing them with a .1 uF vishay mkp-1837 was a very nice improvement -- and the caps were either 470 uF or 1000 uF if I recall correctly.
With all that said, the stock electrolytics are supposedly quite good as they are, and bypassing them with a small, quality film cap may be all one needs to do.
Unfortunately, I don't have access to the kind of instrumentation (scope) that would let me see what happens exactly when bypasses are used and/or when a resonant situation happens, so I just have to trust my ears, and I've never had a situation where bypassing a big ps electrolytic with a small film cap did not make a positive difference. Sometimes the differences were fairly small, and in other situations, very, very good.
If you don't want to go for the sonicap platinums, then also look at the Gen IIs, as well as others with sufficient voltage ratings. Sonicaps, IMO, just happen to be quite nice, especially for the money. Unfortunately, most of the larger value caps, and all of the platinums are generally not suitable for BH gear as their voltage ratings are somewhat lower, but they do have the basic sonicaps up to at least 3.3 uF in 600v.
Hope this helps somewhat, but as I said, without any way of measuring or looking at what is going on, I'm basically just following the crowd and hearing what I hear.
HTH,
Jim