- Use a relay with higher voltage tolerance. You are cutting it too close with your specifications.
 - Add a 1uF 400V capacitor to your secondary (perhaps in series with a small <100Ω resistor to attenuate resonances). This should introduce a load current in the secondary, while not consuming any real power beyond the induced secondary and core transformer losses.

Do note that a capacitive load introduces a leading power factor, under the wrong conditions this could actually *increase* the voltage of the transformer. A purely inductive load would clearly work better, but it would not be practical for this application (>10H would be required).