The mundorfs are not a Voltage risk, however yes if they are any type of oil I would not use them as they will be in a possible leaking or high heat location..
By the way perfect Film bypass caps for electrolytics I have been using with Zero issues or failures over the years are the Solen Fast caps.. 400 volt, unless you have a really high power appication.
They are fairly small and compact, and they will sound the same in a power bypass cap just the same as a Duelund will! I have used them over the top grade Black Gates with excellent results..
Also use 1.0 uF size on everything and your fine as long as they will fit, any smaller value is almost pointless on big value uF electrolytic caps. One issue is they have exposed solid leads with no insulation dielectric, so you don't want them to touch anything. Otherwise you could pay 15 times the cost for a no more superior cap and use the Auricap yellows, or kimbers that are the same in the 600 volt versions which are harder to find, but they do have regular wire leads on them with insulation.