With regards to "catching" very high voltage transients on a DC power supply, is it possible to use a small, high voltage capacitor with a current limiting resistor to catch the transient in order to protect a much lower voltage, larger capacitor in parallel? Or will the transient destroy the lower voltage capacitor regardless? I assume that the high voltage capacitor and current-limiting resistor will have to be sized appropriately to be able to absorb the total energy of the transient.
Example circuit: