Resistors are 1000 ohm ceramic 100 watt rated, these will get warm, or even hot to touch, but that is normal.
MOVs are rated at 1800v, but the maximum allowable continuous AC voltage is 1000 volts according to their specification sheet.
The number needed in each leg of the filter will depend on your NST voltage using the formula (RMS volts * 1.414)/ 1000)/2.
For my 10,000 volt NST, that will equal 10,000 x 1.414 = 14,140 RMS / 1000 = 14 in total. So divide by 2 to get the number in each leg, = 7.
The capacitors in parallel with the MOVs are rated at 0.0033uF 1600v
The bleed resistors are 10meg 0.5w, the same as used in the MMC (Farnell: Order Code 129-2582).
A Terry filter is only needed if your running the tesla coil from an NST: due to their fragility. Its use is not so important on MOTs or OBITs, but the two large resistors would need to be a larger wattage to handle the increased current.