You would need more than 800v rating if you are using the choke as a heising reactor. Something like 3 times the plate voltage or more since 100% modulation would drive the voltage up to 2x.
If the voltage rating of the Heising choke is questionable, float it on insulators. Usually, the breakdown occurs between the winding and the core, or to the case of the choke. High voltage stress between the coil and core is unnecessary, since grounding the core serves no useful purpose other than making sure the whole thing isn't live with HV should the insulation fail. Mount the choke on stand-off insulators, and for safety's sake, treat the body of the choke the same as you would the plate caps on the modulator tubes. If the choke is to be outboard, enclose it in some kind of box or cage to prevent inquisitive hands or animals from contacting it.
With the choke floating as described above, the only stress on the insulation comes from the audio voltage that appears at the output of the modulator.
I float my modulation transformer, modulation reactor and power supply filter chokes.