Flyback from ignition transformer?
Your concern is valid as you are disconnecting an large inductive load. Easy way out is to buy an extension cord (with ground) that has MOV protected outlets, usually 4 to 6 of them. If active noise filtering is included (a X2 capacitor) that is even better.

Don't build what you can buy at low cost. Note that such an outlet may just use the words "Surge Suppression" without much detail. If possible buy one that offers details and is UL or cUL approved. Statements about fuse rating, clamp voltage and/or clamp current help insure quality.

Use this protected outlet to power your Jacob's Ladder. Any surge or back-emf  will be stopped there.