A small change would be to use the multimeter in current measuring range, instead of voltage measuring.
This way you can reduce the measurement current to microamperes, and it would also be much less sensitive to the impedance of the multimeter. And the voltage on the wires going to multimeter will be less than a volt.
It is still a good idea to leave R2 in place to limit the voltage in case the meter is not connected. For µA level measurement current, your value of 1 Mohm is suitable to limit the voltage to quite safe ~60 volts.
And like other answers already mentioned, you will have to construct R1 from multiple resistors as a physically long chain, to avoid arcing. For example, 100x of 10Mohm resistors in series would give 1 µA = 1 kV response for the meter.
The advantage is that in current measurement mode, the multimeter's impedance is very low (at most a few kilo-ohms) compared to R2. This way all measurement current goes to good use in the meter, instead of being wasted as heat. Also the exact impedance matters less, because in any case it is much smaller than R2, whereas in voltage mode the impedance is several megaohms and is thus similar to R2 value.
By reducing the measurement current to microamperes, the power lost to heat is reduced to e.g. 60 µA * 60 kV = 3.6 W, which is only 0.036 W per resistor.