Hello Jon and Ignor,
To stop the HF arc starter "frying" electrically delicate parts of the welder, I have seen ordinary capacitors connected across the welders terminals to ground. (metal cabinet) O.1uF 400V. I use three caps just to make sure. Each terminal to ground and one across the output terminals of the welding power source. That is just extra insurance for me to feel better. The heavy input terminals of the arc starter unit will have RF bypass capacitors fitted.
Welding power source------> HF Arc starter ------> Tig Handpiece
This is the usual setup. Why would you rather not do that?
Bill H mentioned he fitted capacitors across all his rectifier blocks. This is normal practise. You can do the same to protect your IGBTs. A resistor and capacitor in series called a snubber circuit can be used to protect your semiconductors against transient voltage spikes.
Nice to see a hobbyist / enthusiast having a go at this project. I take my hat off to you.
Regards, John Crighton Sydney