That's a near sure fire way to zap one of the diodes.Use a 100nF/400 V capacitor in series with your LED.
Use a 1n4148 resistor in parallel with your LED.
If the LED is turned on at near the 90 degree point of the AC waveform, very large initial current will flow to instantly charge the capacitor.
You need a resistor in series to limit this initial transient, as Dick noted..
The LTspice simulation below shows this:
With no resistance the initial current spike is in the kA range (yellow trace) limited only by the supply and diode circuit resistance.
A 3k ohm resistor limits it to about 100mA (blue trace) with the nominal peak current about 11mA.