Hi Neil,
Regarding the 1M volume control, I think you should connect this with the wiper connected to the triode grid - possibly via a stopper resistor. The bottom (minimum) side should go to the junction of the two cathode resistors with the top (maximum) end of the pot connected to the input coupling capacitor.
I can't see anything wrong with a value of 330k for the pentode grid resistor though
Another thing, are the wires from your power supply on the long side ?
If they are, it might help if the smoothing cap was positioned nearer the amplifier circuit.
Hope this helps,
Andy