+1 for testing at reduced mains voltage either using a variac or a lamp. You get more control with a variac of course starting from 0 slowly bringing it up. And obviously check all fuses.
Measure the HT +and- rails as you go, check that both rise together. If one is clamped or much lower than the other, its a fault. Disconnect the power amplifier section and test the PSU by itself. So locating which section is shorting or faulty. If both left and right are down, then yes as already said, good chance its PSU related. Although a shorted power amplifier section could bring the whole supply down (blowing fuses normally).
After that, its the usual fault finding path to the actual component.