I have already built a dozen Transformerless power supplies with X2 rated capacitors and I 've been very happy about them (mostly around LEDs). They are cheap, easy to build, pretty nice in low amperage needs.
The negative side is that everything should be enclosed as the whole circuit is potentially hot and not isolated.
For the 230V people out there my little chart and cheatsheet goes as follows.
for every 100nF you get around 7mA (10mA peak),
so 150nF would be around 10mA (15mA peak)
220nF around 15mA (22mA peak)
330nF around 25mA (33mA peak)
470nF around 33mA (47mA peak)
the inrush current resistor would be 1/2watt and I use the following values:
2.2K for 100-150nF,
1K for 220-330nF and
470Ω for 470nF
It's pretty nice to have a 680KΩ or 1MΩ resistor parallel to the X2 capacitor as it discharges the capacitor when plugged out (and prevents your fingers from getting shocked).
Another nice addition to have is a smoothing capacitor. In my LTspice simulations I get the following results for 6LEDs in series (normal 20mA-30mA MAX LEDs)
220nF X2 capacitor
6μF smoothing capacitor (3.5mA min 20mA max)
22μF smoothing capacitor (8mA min 16mA max)
50μF smoothing capacitor (10.5mA min 14mA max)
330nF X2 capacitor
33μF smoothing capacitor (13mA min 23.5mA max)
50μF smoothing capacitor (14.5mA min 22mA max)
The circuit from LTspice and the graph is attached.
Now my question part for the more experienced here. In the past 2 months I had 2 of them I gave to friends as gifts failing. It's a night lamp made of concrete and acylic and as everything is safely enclosed in concrete and acrilyc, its also a pain in the ass to repair

))))
Inspecting the failing circuits I found in both of them a failed electrolytic capacitor and a burned LED

As the LED's are in series one dead and everything stops working. As I wrote in the beggining that I love this circuit because of its simplicity and durability. I have some of them running for years 24/7 with no problems whatsoever.
So my next step is use the oscilloscope to see if the LTspice simulation actually makes sense in real life.
But as I treat the whole circuit as potentially live, I want to be sensible and safe in my approach. I don't have a differential probe but Im in the process of isolating my USB osciloscope and I always use a hands off approach. I setup everything before a turn the circuit on take the measurment and then off again.
In my bench I can be sure which wire is the Hot in the circuit and I attach the probe there, as it is a high impendence path. I also use AC coupling. But what stopped me from testing was that I could measure 60-70VAC between the aligator on the probe and the DC negative on my circuit. Not being able to explain it I turned for your help

My 3 thoughts of how to approach this issue are.
a) finish isolating the USB and powersupply of the oscilloscope
b) build a lamp in series on the hot wire for extra security
c) build a small isolation transformer using two 30Watt transformers I have around back to back.