You're talking about having two strands of wire 6cm long with caps hanging off of them and then soldering these wires to the input leads, right? If you do that, how would you keep them from bumping around. Also, if you shrink wrap them, how is the heat going to get out?

Man, if I had a strip of anodized aluminum, I'd make a cap bank and epoxy that thing to the top of the quark.

What about this...

Make a cap bank using two strips of copper. Solder that all up. Then take the bank and use some sort of electrical insulator. Maybe just a piece of themal pad and stick it to a piece of thin aluminum. I mean really thin. Thin enough to bend with your hands. What I ultimately envision is an aluminum box with the caps inside. Before you make the last fold of the box, you could wrap the ends of the box with tape and fill the whole thing with thermal epoxy, leaving the two copper tabs sticking out for soldering a piece of wire to so that you can tap into the power leads. For the epoxy, you could just use some devcon two part. When you mix it, just add a generous portion of aluminum oxide power for home made thermal epoxy. Voila, encapsulated cap bank that will shed heat.

You should try this homemade thermal compound. It's a lot cheaper than AA, but it doesn't work quite as well. It does work though. You can get the aluminum oxide powder from hobby stores that cater to rock collectors. Lapidary polish I believe it is. It's just aluminum oxide and does not conduct current nor has any capacitance. You'd be surprised at how well this stuff moves heat.