Are you considering the 240V boost converter on the datasheet ? It looks suspiciously like a voltage-doubler. If you get the demo board, and explore this option, I'd like to see scope pictures.
Several times I've considered a switchmode supply for the HV, but after my experience with the wristwatch project (and others) I found that you have to spend a lot of time polishing the design with simulations, and benchwork. I always find that under little or no output load, switching supplies work beautifully. Once you start loading them down, ugly things crawl out of the woods (noise, stray inductance, saturation, ringing, heat-losses,.....)
In the end, I just stick with a linear supply because it's just too doggone simple and reliable.