Lots of Luck Neil.
Every time you Double the voltage in a diode multiplier you better than HALF the Current.
Typically Commerical Stun guns are built on a principal of a pulsed high voltage supply that discharges bursts of power into an output transformer, rather than a continuous DC supply voltage. By Pulsing, it results in much higher, bursts of currents. This is also what gives the Threatning, Crackling Effect across the spark gap. The operation of them is somewhat simular in principal to a Telsa Coil.
Take care.......Gary