That 1n4007 in RODALCO's post appears unwarranted, do you agree? The other diode across the LED will do the protection. Adding that 1n4007 would just increase the DC offset on the mains (a teeny amount, granted, but still...).
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I have fitted LED in mains applications for over 20 years with NO faillures with the extra 1N4007. for the sake of 5 cents i prefer reliability of the circuit.
It does reduce the power consumed in the series resistor by 0.7 hence less heat in it.
You can probably get away without it, but the 1N4007 will have 1 kV blocking voltage and protects the LED IMO.