Use a snap-action (Schmitt trigger) circuit to slam the gate on suddenly.
This prevents the situation, where a slowly-rising supply voltage (perhaps due to an out-of-spec, drifty regulator?) causes the SCR to cook itself. Below threshold trigger current, an SCR behaves just like a BJT -- there is a linear range which can dissipate lots of power!
For a precision threshold, you probably want to use a reference like TL431 (which switches on when its REF pin goes above 2.50V). This can deliver up to 100mA, but is a sinking type device. So you need a PNP to invert that, and drive the SCR gate. A 2N4403 for instance will do up to 600mA, which is more than enough here. I'd probably design it so the TL431 saturates with 20mA, and the 2N4403 saturates with 200-400mA.
TL431 takes quite some time (10s of microseconds?) to respond, so to handle surge conditions as well, you might use a (less accurate, but nonetheless trusty) zener diode to cover that situation. It can simply be cathode to gate.
To get Schmitt trigger action, note the PNP inverts the signal, so you can take a resistor from the collector terminal back to the TL431 REF pin. Now it will have a snap action, and stay latched as the voltage falls below threshold for a little while.
Tim