Adding a bypass or (frequency collection cap) has been around for a long time.
Be aware that there is a correct direction to install a non-directional cap. Especially if there is a lot of RF/EF in the area.
They have a natural noise rejection in one direction and will induce noise in the other direction. Anode foil (+), Cathode foil (-)
You will note the cap you use has a red and black lead for a reason. Some are unmarked, and some have just arrows.
FYI, one of the best caps to use is 1 or 2% box WiMa. They may not look like some of the fancy caps, but they sure are consistent and have excellent QC.
For optimal noise rejection using a Non-Polarized (NP) film capacitor (such as in audio crossovers or high-gain circuits), the standard recommendation is to install the capacitor so that its outer foil (or outside foil) lead is connected to the lower impedance path to ground, or closer to the receiver (like a tweeter) rather than the source.
NEVER assume there is no reason for installing an NP cap in a certain direction. Especially in an XO or as coupling and decoupling caps in valve amps.
Valve amps and SS alike can become a nightmare of noise, especially with large boutique caps installed backwards or Anode + side OUT.
I've installed a lot of frequency collection caps, but because of the added wire leads' length, I keep the wire tails as short as possible and mechanically join the mini cap legs as you should by cleaning the main cap leads thoroughly, tightly wrapping the larger cap leads with the FCC or Bypass cap leads, and then heat-sinking each side of the larger and smaller leads before you add solder. The mechanical joining alone should work fine, but the dab of solder is to hold your joint in place and keep the mechanical joint tight.
If you want to do a presteen job, don't forget the shrink tube. I've never noticed a huge change by adding FCC or Bypass, BUT I've surely added a few for some of my over-the-top buddies. I'm currently doing a Cary SLP-05 for shits and giggles, I'm sure the next owner will love the added hupla. I'll stick with my older Mac C20s and C11s (wicked tone controls) they have FCC or Bypass, and so do the older Marantz 7 and 9 series preamps
Just so you know, the term Bypass Cap is normally associated with filter caps, not in the sound path.
Enjoy