By the time you are measuring 500 volts or so, a Meg across such a voltage is a very small load. But you could get even smaller (meaning a smaller load) if you want to shoot for greater accuracy. I occasionally have to develop a meter shunt to re-purpose a meter I have that's sitting around. It's approximately the same task.
The "easy" way to do this is to go buy 10 qty 1 MEG resistors, try for the best ones you can. Metal film Rs today are pretty remarkably accurate, very often 1.5%. The ones Doug sells are great. Put ten of them in series, between your 500 volts and ground. Now you would have a 10 Megohm load, essentially invisible to a tube circuit. 1/50th of 1 mil @ 500 volts, nothing. Take your scope output 9 resistors down from the top. 500 volts will read as 50 volts. That's it. No need to deeply overthink it.
You really do not need to use 1 MEG resistors. *Any* highish value would work, I just use that for illustration. You put ten in series and measure across one of them. That's all there is to it.
For best accuracy, you would very carefully measure the string of 9 resistors in series and note their series resistance. The task then becomes "tuning" the lowest resistor in the chain so that the long chain is exactly 9 times the resistance of the lowest resistor. Could you use a 1 MEG pot? Sure, although pots often are +/- 10 or more percent, so if you get a 930K pot labeled 1 MEG, not so good. So you put yet another resistor under the pot, between the lowest leg and ground.
You probably want to put such an appendage in a plastic project-box with 2 qty BNC connectors on it so you can plug your probe into the box, connect a BNC-BNC cable to your scope, and measure away. If you are really clever, you could use a larger-size pill bottle of the type prescriptions come in. But a fuzz-box sized plastic box would be a lot easier, though bigger, sitting on your bench.