The problem is not setting the current, it's stopping the current when it's no longer needed. If the startup current is 50mA, then the dissipation will be 50mA * 250V = 12.5W. A depletion mode P type MOSFET also requires a voltage to turn it off. This may be an acceptable tradeoff as one way or another, the current will need to be turned off. A photovoltaic voltage source could be used, to drive the gate but these are somewhat expensive. The threshold voltage is also not as predictable as with a BJT which is not that critical, but may result in excess current that has to be shunted with a Zener or shunt regulator.
I also looked at using a normally closed solid state relay which would simplify the problem, but they are rare and expensive.
I prefer to use an N type enhancement mode MOSFETs because they are far more readily available, cheaper and can handle higher currents.
Also, this is one off project and by buying multiple of the same MOSFETs, I can use one for the startup circuit, another for the control power supply switching and a third for controlling the elliptical brake current. All of them will work off the same high voltage, but with different amounts of current.
A previous iteration used a relaxation oscillator where a capacitor was charged using a tiny amount of current and then the charged capacitor would discharge into the LED of a triac optocoupler. The optocoupler triac would then fire larger triacs to keep everything powered up. This worked well, but requires AC input to commute the triacs and is not a general purpose solution. The charge current was a few microamps so the dissipation was well under 1W.
Once the main power was working, the power triacs were controlled to set a fixed voltage for the brake and to power the control circuit. A low voltage power supply was still required for the control circuit and a commercially available product was used for that.
Using all switchmode power supplies is a more elegant solution, but high side isolated drivers are required and these need a DC to DC converter that will work over a voltage range of 10V to 300V. One power supply is required for the 100ma low voltage control circuit and another to control the brake current over a range of 0 to 2A over the full input voltage range.
A human can typically output 100W for short periods. If 5W is expended on control circuitry, this is a significant part of the power budget.
This project is being done as an intellectual challenge and it's interesting to see the ideas generated when I post about it. For that I thank you.