I'm personally working on a basic high-voltage/low current DC power supply involving a CW multiplier. It'll get done when my depression goes into remission and I have motivation
EDIT: I have a square wave of some frequency and peak voltage feeding the input of the CW; I think a reasonable value would be 20V @ 50kHz, though I'd probably tune the frequency for the best performance. On the output of the CW, I'd have some sort of adjustable over-voltage clamp to limit the voltage to a set value. I'm looking for a maximum output voltage of maybe 500VDC, but definitely less than 1kVDC and I only need tens of milliamps. I also intend to make it current-limited and the same device may end up performing both tasks. I have some 900V MOSFETS as well as some IGBTs that I would use in a shunt regulator configuration. Having a CW multiplier in a feedback loop is probably the stupidest thing I could do, so yes, it will waste power, but I don't entirely care. If I'm going to be nutty, I could manually reduce the input peak voltage to reduce the wasted power.
I just thought I'd mention a similar project I am working on to give you an idea of what's "reasonable". To put it in perspective, even assuming that no power is wasted in my 16+ stage CW multiplier, an example of 600VDC output at 20mA still leads to a dissipation of 12W. I am using some known-brand (Nichicon or Rubycon, I can't remember) 47uF 100V electrolytic capacitors and I've been playing with different diodes. For 20VDC input, I'd use something with at least a 100V breakdown voltage. I tried some schottky diodes but blew one up, which was no surprise.