Replace the .1 and 10 uf film caps.
Yes, though I wouldn't spend much on the 0.1uF caps.
Put a choke in place of the 230 ohm resistor.
Not a great idea. The shunt regulated power supplies make a power supply choke pretty pointless. Also, these need to be mounted on a different axis than the power transformer and output transformers, which I have yet to see done successfully.
If I can find room use a full film cap in place of the 100uf PS cap.
The hybrid shunt regulated power supply places great impedance between the power supply and the signal path, so replacing these capacitors with film capacitors is not a great expenditure of effort, and not all that easy since the power supply is PC board mounted.
I like 6SN7's - any good reason to use one in place of the 12AU7? Will the circuit support this? I know I have to modify the hole and wiring.
The 6SN7 draws twice the heater current of the 12AU7, which will place additional thermal load on the low voltage regulator. PJ would have a better record of the thermal overhead available with this particular power supply, but I don't believe it's advisable.