[Arran]

 Unless the resistor is disconnected from the rest of the filament string, whilst reading a 3-4 meg Ohm reading to the chassis, then I would disregard it. The main issue with these candohms is open connections between the terminals and the resistive wire inside. But the ones used in AC/DC sets like the PT series are low value with maybe one tap for the pilot lamp so they don't tend to fail as much as the large ones with multiple taps used for voltage dividers in AC sets, nor does anything catastrophic happen when they do since the tubes won't light.
Regards
Arran