The resistor can actually be a lot smaller than that--maybe like a 1/2 watt or so.
A 0.022uF capacitor will have a reactive impedance of about 120k ohms, so you're really only looking at about a milliamp of current when the thing is on. At turn off, there will be a spike of power that might get into the hundreds of watts, but it only lasts for like a microsecond, so the resistor doesn't need much of a rating.
If you want a pre-packaged solution, you could always go with a Quencharc. These ones might be a bit overkill for your application, but they are convenient and will definitely protect your SSR:
CORNELL DUBILIER|104M06QC100|Film Capacitor | Newark.com
For the cheapest option (assuming you have a lot of solenoids, and that's why you bring it up), I would go with 24VDC solenoids. Then, you only need a diode across the coil, and a transistor for drive it (instead of that SSR).