I can use a higher gauge wire with the same wattage if I use a higher voltage so the current is lower. Can I do the same with resistors? I have a neon sign transformer that’s 450 watts at 15 kV and 30 mA. Now on the wire gauge chart with this low amount of current I’m able to use very thin wires. Does this mean I can use like a 1 watt resistor for my 450 watt transformer at 15 kV and 30 mA? The 1 watt resistor wires gauge is thick enough to handle an even higher current than 30 mA. It has to work this way right?
Ohm's Law is your friend. $$P = I^2R$$
If you know the current and resistor value you can find how many watts it will dissipate, and then select one that gives some safety margin, at least 1 1/2 times the calculated wattage.
For high voltage you also have to take into account the voltage rating of a resistor. Again use Ohm's Law to find the voltage and allow a safety factor. $$E = IR$$