I would not use an RC circuit; not only would it be expensive, it would require a lot of trial-by-error experimenting and it likely would be susceptible to tube-aging and inherent differences between tubes. Stick with PWM.
I know for a fact that tubes of the same type, and even with same/similar date-code, have different I-V characteristics from data I've gathered on my own tubes.
Heat shouldn't be an issue for your drivers, unless you use a really high supply voltage or you use multiple devices in a single package. It's easy to calculate. For example, if you have a +200V supply, and the tube requires 150V to illuminate at 5mA, your driver will dissipate 250mW maximum. In reality, you will have anode and/or source/emitter resistors that will dissipate some of the ~250mW, so the heat dissipated by the driver will be even less.
My first clock is an extreme example: +340V supply, 160V across the nixie, leaving 180V across the 75K anode resistor. That equates to 400mW; I played it safe and used 1W resistors instead of 1/2W devices. The driver, however, had essentially zero power dissipation because it's either on or off.