Is it possible to connect ballast in parallel with AC source without resistor?
It should be possible to use a lamp ballast as a test load, but you should test it to be sure. Measure the current with and without series resistance, making sure that the current doesn't rise to unreasonable values at full voltage, perhaps due to saturation of the core.

A simpler idea would be to use the primary of any small-to-medium size power transformer as your test load. If you leave the secondary disconnected, the primary will function essentially as a pure inductance.