There is no bleed resistor across C1/C2, so even a small leakage current through the Triac or D5/D6 will charge C1/C2 to full rectified mains. A bleed resistor is also highly recommended so that the capacitors discharge themselves in a sensible time after the unit is disconnected from the mains.

This circuit has no form of inrush current limiting, and almost certainly does not comply with European Union CE requirements. I would look at PFC (power factor correction) chips which charge capacitors in the way you want.