Replace x2 capacitor with polyfilm?
...can I use that (polyfilm (myler) capacitor) instead of an X2?

No.

There's a reason for that and that reason is safety. Especially in a (mains connected) power supply you want to take safety seriously. If you don't you risk harm from smoke/fire/explosion etc.

You should read this article on all about circuits why using an X-class capacitor is needed.

An X2 class capacitor will be able to withstand the peak voltages which appear on the mains. Also the way an X2 class capacitor is supposed to fail influences safety. A class-less capacitor is simply not a good choice for circuitry connected to mains.