You'd need to check the rating of the meter you're using, diode, the capacitor and the wire.
Then you'll need to be careful to discharge the capacitor after each use as you'll have a high voltage discharge and a spark. You may want to use a high voltage transistor to do the discharge so you don't have bare wires - you definitely get a spark and pop some molten metal - wear goggles and gloves if you don't find a high-voltage resistor. Also, if you simply use a switch, it may not last for many measurements.
Also, consider using a smaller capacitor 0.001uF (1nF).