Does a high voltage power supply need a ballast?
You can use a ballast or you can implement an active current limit protection into the switching circuit. This is how it's usually done but, you still need to take care of transients not blowing diodes if you have (say) a cockcroft walton multiplier stage on the output.

I once designed a 50 kV 200 watt supply for an X-ray machine and I used current limiting at the low voltage end. You might consider not using a flyback topology too because they start to sometimes get a little flakey above 100 watts (generalism alert). I used a fixed frequency forward converter producing about 5 kVp-p then onto the cockcroft walton multiplier (bathed in oil) for the final conversion to 50 kV.

The fixed frequency forward converter was fed from a variable output level buck converter in order to set output voltage levels appropriately. The current limit was in the forward converter.