You mean I was right?

Anyway, the simpleton explanation is that the filter caps are supposed to shunt any currents that appear on B+ to ground. But, as you know, a capacitors act like a resistor that depends on frequency. At lower frequencies they have higher resistance.
If a PS filter cap is small then at very low frequencies, like 1 Hz, the cap has enough resistance that it doesn't shunt the current to ground without developing some change in voltage in the B+ at the same time. Other circuits that share B+ (namely, the whole rest of the amp) see that change in voltage and might react to it.
So here's the fun part: when you couple a late stage in an amp with an earlier stage you create a feedback loop. If the feedback happens to be positive, then oscillation can be the result. In the case of too small filter caps (or old and ineffective filter caps) the coupling is only at low frequencies, so the oscillation is at low frequency. Possibly one particular frequency depending on how the phase shifts line up.
To be honest, I'm not completely sure where the feedback loop is in your case (what stage is coupled to what) but the output tube coupled to the input makes some sense.
So, to fix your problem you can increase one or both of the 8uF filter caps so they act like smaller resistors. It might also work to reduce the coupling cap at the power tube grid from 0.02 to 0.01. (Remember, there's a
loop.) Clip another 0.02 cap across the existing one to find out; two 0.02 caps in parallel = 0.01.
Question for the student: why would reducing a coupling cap kill low frequency oscillation?