[Dekatron]

The datasheet says a minimum of 1uF on the output of the LR8 and a minimum current draw of 500uA on the output.

The input capacitance value is from my own experience with the LR8, you can use higher values but with the reservoir capacitor after the rectifier that is more than enough. The minimum current draw requirement is met by the voltage divider chain for the LR8 with the addition of the two switches with their resistor chains (close to 1mA).

The output capacitance of the LR8 doesn't need to be big, I've used anything from the recommended 1uF up to 10uF with perfectly good results in circuits like this where you draw very little current from the LR8.

You will probably only see oscillations if the valve oscillates or at turn on/off situations.