The site with the full circuit and details is: http://www.colvero.com/valvulados/Pre_Amplificador/index.htm it's in portuguese thou.
Those few turns look to be a "gimmick" capacitor. Should behave as small (a few pF) capacitor between plate and grid. Provides some degree of negative feedback at high frequencies. Given the relatively high Miller capacitance of the triodes I'm not sure it has a lot of effect. What effect it has will also be dependent on the impedance connected to the I/P of the circuit. Interesting though.