[G6Tanuki]

For non-electrolytic capacitors used in valve circuits, my approach involves a variable-voltage source, a 100KOhm resistor and a neon-bulb.

Lift one end of the capacitor so it's not shunted by any other resistance-paths.

Hook the 100KOhm resistor and the neon in series with the capoacitor then feed it from the variable voltage supply, and wind up the voltage!

The neon will initially light as the capacitor charges, but should then go out.

Very occasional flashes [let's say one every ten seconds] make me suspect the capacitor.

A flash every minute is OK. Fast flashing or the bulb staying on and the capacitor gets condemned.

And I wind the voltage uyp to the "Rated working voltage" as marked on the capacitor's outside - even if it is actually being used in an application where it will be exposed to a much lower voltage. Quite often you will find seemingly-high-voltage capacitors used for things like decoupling a receiver AGC line or the detector circuit or the first-audio stage, where there will be at most only a few tens of volts involved. But these are high-impedance points where you may have several Megohms in series with the capacitor, which if its resistance is a Megohm it can seriously upset the biasing/time-constants of the circuit.

In practice, there are some capacitors I don't bother to test: any Waxies, the black Philips "Tar-bomb" type, and the metal-cased TCC Metalpack/Metalmite types [which despite their shiny aluminium outer case and rubber-sealed ends are just tarted-up Waxies].

Don't bother testing these... just go ahead and replace. Personally I like the appearance of nice shiny yellow MKT/MKP capacitors that show a proper rework of a piece of gear has been done properly.