A longtime DIYer friend said that you'll get sound improvement just by lightly sanding the caps. Nothing but subjective result analysis though, but I've found a freeware just for that, detecting difference of the same music signals one as a reference- the other may be through a different cable - more about this in my next post.
I've got 4 Solen MKP capacitors belong to a friend ( Hi pak Johny..) so I'll give a shot. I've made mahogany tubes, soft wood cover. I've broken in the caps before for very long time on the bench. So here are they. The tools are small PCB drill for the caps leads through the soft wood cover and a tweezer. This soft wood is press fitted to the mahogany tube.
I still have some space left in the tube, so the Solens are wrapped with the tissue and pressed in to the tube. The input and output leads are marked, they do make sound difference how you connect them even the Solens are non polar.
Wrap like this, plenty of excess on both ends, they can be removed easily.
Excess tissue paper removed with tweezer
There you go!. A pair of Woody Solen :). Notice that the leads are not centered. Good idea if you marked them before drilling
I did a comparison in my Sony CDP -M75 - looks awesome!. There are difference in sound - not much but the Woody tend to sounds smoother. Definitely better than the original CDP ouput (with Elna Duorex 2 electrolytes).
Here my friend Aphinx using the Woody for input coupling on his D class amp. Originally his input coupling was the Russian MBM 1uF we found the woody sounds better. Below the Woody tested against Ampohm MKP, he likes the Ampohm better .
Secondly vibration - with tight clamping the caps are protected from it. Lynn Olson told stories about 'microphony' effect of vibrated capacitor - it wasn't pretty picture - he said . I believe them because I've heard the mod my self. My Spica TC-50 crossover is placed outboard , guess what? the caps vibrates like crazy there. So, at the very least we should tie, damped and fixed our caps very well. Good luck !