They *must* be sold as class X capacitors, rated for continuous operation across the AC mains supply. DO NOT SUBSTITUTE with unrated caps.
You could use a resistive dropper, but even from 110V you'd need something like a 2K 5W power resistor (and would have to do some analysis to confirm the exact value) and it would run quite hot.
N.B. please check the voltage across the relay coil before putting it into service. If its over 26V, add a shunt resistor across the coil to bring it down a bit. e.g. 6.8K (1/4W) would knock off about 1.9V.