The setup I described above was indeed a bit ineffective with corona power of 1 W.
Now I made a new one with two neon tube transformers (3 kV 50 mA!) in series. Now I see the corona discharge in dark and AHHH, the smell of ozone!! It takes 50 mA at 6 kV, that is 300 watts of power! I'll test subbing with this one soon - as soon as I add a rectifier and capacitors to make DC from this.
Disclaimer: The previous was quite innocent one compared to this -- this is really a lethal weapon. Don't do this at home like me if you are not sure what you are doing! .