Compensation of custom high voltage power supply
I wouldn't hesitate to trial this out with a simulator like micro-cap 12 (now free). But, if you want to try something, interrupt the feedback R14 resistor: -



And add some strong filtering to remove the cyclic content to just leave the average voltage fed-back to the op-amp. Maybe something like two 7 k resistors in series with a 10 uF ceramic at the centre point to local ground.

You might also enhance this filtering by increasing C1 to 100 nF.

The general idea here is to let the op-amp work with the average DC level across the MOSFET instead of trying to handle all the cyclic AC content. If this appears to improve things, I would also try getting rid of C2 (1000 uF) as it's just a source to make the MOSFET hotter from what I can see.

Good luck.