You are dealing with extremely high voltage, at sufficient current to kill. Make no mistake it could be lethal. While open circuit it can easily arc to your cabinet or something else and cause severe damage. I don't recommend trying to run it without a tube in place. Good luck finding suitable resistors with a 22kV voltage rating (typical trigger/arc voltage), although Tesla coil resistors may work.
OK, safety warning over.
I'm not sure why it would be necessary to run the PSU at all, you can design the control circuit and monitor it's low voltage output without actually switching the PSU. Are you using an analog input or PWM?