I thought about shorting the LED with a anti-parallel diode but then the resistor power will be doubled.I challenge 'must'. That's one way, but the diode would need to be mains-rated. The other way is to use an anti-parallel diode which needs only a low voltage rating. This diode can advantageously be another LED to reduce the blink effect.
I agree that another LED can be used as the anti-parallel diode like my Christmas tree light strings.