How can I create a resistor (rheostat) network adjustable from 10kohm to 1Mohm?
First off it appears that your calculations are incorrect. I also think you are using the wrong approach. You will want to come up with an approach that puts your variable resistor in the low voltage side of the divider so that the pot does not get exposed to the high voltage. 

So assume you have the typical voltage divider configuration:



For your two endpoints:

Vin = 125V
Ra = 220K
Vout = 0.6V
Rb = 1061.09K

Vin = 500V
Ra = 220K
Vout = 0.6V
Rb = 264

It will be a whole lot easier to use a readily available 1K pot with a series resistor of about 60 ohms. The pot can easily adjust down to ~200 ohms to get the control range you need.